+4,324.2%
HAS vs WST
+14,250.0%
-9,925.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -0.8% |
| 7D | 0.0% | -5.8% | +5.8% | +1.4% |
| 30D | +31.3% | +5.3% | +26.0% | +29.8% |
| 3M | +32.1% | +11.8% | +20.3% | +28.7% |
| 6M | +28.1% | +26.7% | +1.4% | +21.0% |
| YTD | +49.1% | +43.0% | +6.1% | +36.4% |
| 1Y | +60.5% | +38.9% | +21.7% | +47.7% |
| 3Y | +183.9% | +18.2% | +165.7% | +154.2% |
| 5Y | +51.2% | -1.5% | +52.7% | +39.0% |
| 10Y | +105.3% | +439.0% | -333.7% | +20.6% |
| All | +4,324.2% | +14,250.0% | -9,925.9% | +1,272.4% |
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