+1,658.7%
HCA vs WST
+1,711.5%
-52.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -3.1% | +0.7% | -3.8% | -3.3% |
| 30D | -1.1% | -3.1% | +2.0% | -0.4% |
| 3M | +12.2% | +7.2% | +4.9% | +10.1% |
| 6M | -25.3% | +36.8% | -62.2% | -31.2% |
| YTD | -12.9% | +23.8% | -36.8% | -18.0% |
| 1Y | -0.9% | +37.8% | -38.7% | -9.7% |
| 3Y | +47.6% | -15.9% | +63.5% | +44.3% |
| 5Y | +67.0% | -25.8% | +92.8% | +65.7% |
| 10Y | +471.4% | +319.6% | +151.8% | +167.5% |
| All | +1,658.7% | +1,711.5% | -52.8% | +293.7% |
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