+153.3%
HBAN vs WST
+341.6%
-188.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.2% |
| 7D | -1.9% | +0.4% | -2.4% | -2.0% |
| 30D | -5.9% | -2.0% | -3.8% | -5.5% |
| 3M | +0.2% | +4.1% | -3.9% | -0.5% |
| 6M | +6.6% | +47.4% | -40.8% | -0.7% |
| YTD | -1.7% | +25.4% | -27.1% | -6.0% |
| 1Y | -1.7% | +35.3% | -37.0% | -7.6% |
| 3Y | +74.9% | -11.7% | +86.6% | +70.4% |
| 5Y | +36.0% | -24.0% | +60.0% | +33.2% |
| All | +153.3% | +341.6% | -188.3% | +43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling