+8.5%
HD vs WST
+1.5%
+7.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -1.2% | +1.1% | -2.2% | -1.4% |
| 30D | +20.9% | +12.4% | +8.5% | +18.4% |
| 3M | -0.2% | +17.6% | -17.7% | -3.1% |
| 6M | +14.5% | +28.3% | -13.8% | +9.3% |
| YTD | +4.3% | +50.5% | -46.2% | -3.6% |
| 1Y | -3.5% | +49.4% | -52.9% | -10.7% |
| 3Y | +30.1% | +21.9% | +8.2% | +18.4% |
| 5Y | +8.5% | +0.4% | +8.1% | +0.3% |
| All | +8.5% | +1.5% | +7.0% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling