+205.5%
HD vs WST
+321.8%
-116.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | -2.1% | +0.7% | -2.8% | -2.2% |
| 30D | -8.4% | -3.1% | -5.3% | -7.7% |
| 3M | +4.3% | +7.2% | -2.9% | +2.4% |
| 6M | -11.1% | +36.8% | -47.9% | -18.3% |
| YTD | -4.7% | +23.8% | -28.5% | -10.4% |
| 1Y | -19.8% | +37.8% | -57.6% | -26.9% |
| 3Y | +4.1% | -15.9% | +20.0% | +2.2% |
| 5Y | +10.3% | -25.8% | +36.1% | +9.9% |
| All | +205.5% | +321.8% | -116.3% | +59.6% |
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