+51.5%
HAS vs WST
+1.6%
+49.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.9% | +0.8% |
| 7D | +3.3% | +1.4% | +1.9% | +3.0% |
| 30D | +30.5% | +12.7% | +17.8% | +27.8% |
| 3M | +29.9% | +17.2% | +12.7% | +26.2% |
| 6M | +26.5% | +26.7% | -0.1% | +21.1% |
| YTD | +51.9% | +50.3% | +1.7% | +40.7% |
| 1Y | +60.9% | +50.2% | +10.7% | +49.0% |
| 3Y | +215.0% | +21.7% | +193.3% | +188.5% |
| 5Y | +51.5% | +2.0% | +49.5% | +40.0% |
| All | +51.5% | +1.6% | +49.9% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling