+122.7%
HCA vs WST
+22.8%
+99.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -1.3% | +4.9% | -6.2% | -1.4% |
| 30D | +8.7% | +10.7% | -2.0% | +8.5% |
| 3M | +21.0% | +16.8% | +4.2% | +20.7% |
| 6M | +17.0% | +32.0% | -15.0% | +16.5% |
| YTD | +7.8% | +49.9% | -42.1% | +7.3% |
| 1Y | +6.4% | +50.6% | -44.2% | +5.9% |
| All | +122.7% | +22.8% | +99.9% | +111.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling