+775.4%
HBAN vs WST
+12,249.0%
-11,473.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | +2.1% | -0.3% | +2.3% | +2.2% |
| 30D | -4.5% | -4.6% | +0.1% | -3.1% |
| 3M | +2.6% | +5.7% | -3.1% | +0.6% |
| 6M | +4.7% | +37.6% | -32.8% | -6.0% |
| YTD | -1.5% | +23.0% | -24.6% | -8.7% |
| 1Y | -1.9% | +33.8% | -35.8% | -12.1% |
| 3Y | +75.2% | -13.4% | +88.6% | +65.8% |
| 5Y | +37.2% | -27.0% | +64.1% | +32.4% |
| 10Y | +156.6% | +324.5% | -168.0% | +16.2% |
| All | +775.4% | +12,249.0% | -11,473.5% | +64.7% |
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 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