+2,078.1%
HCA vs WST
+2,092.9%
-14.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -1.3% | +4.9% | -6.2% | -2.5% |
| 30D | +8.7% | +10.7% | -2.0% | +6.0% |
| 3M | +21.0% | +16.8% | +4.2% | +16.4% |
| 6M | +17.0% | +32.0% | -15.0% | +9.0% |
| YTD | +7.8% | +49.9% | -42.1% | -3.1% |
| 1Y | +6.4% | +50.6% | -44.2% | -4.6% |
| 3Y | +120.0% | +21.4% | +98.6% | +92.8% |
| 5Y | +112.9% | -0.6% | +113.4% | +94.5% |
| 10Y | +678.2% | +449.4% | +228.8% | +236.9% |
| All | +2,078.1% | +2,092.9% | -14.8% | +365.5% |
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