+3,324.5%
HAS vs WST
+12,330.1%
-9,005.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -1.8% | +0.7% | -2.5% | -2.0% |
| 30D | +2.3% | -3.1% | +5.4% | +3.0% |
| 3M | +10.4% | +7.2% | +3.2% | +8.4% |
| 6M | -3.2% | +36.8% | -40.0% | -10.3% |
| YTD | +15.4% | +23.8% | -8.4% | +9.1% |
| 1Y | +18.8% | +37.8% | -19.0% | +9.3% |
| 3Y | +43.9% | -15.9% | +59.8% | +40.4% |
| 5Y | +13.9% | -25.8% | +39.7% | +11.9% |
| 10Y | +56.4% | +319.6% | -263.2% | -2.7% |
| All | +3,324.5% | +12,330.1% | -9,005.6% | +998.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling