+33,321.4%
HD vs WST
+14,518.0%
+18,803.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.4% |
| 7D | +4.3% | -3.1% | +7.4% | +5.3% |
| 30D | +20.2% | +9.1% | +11.1% | +17.1% |
| 3M | -1.0% | +14.7% | -15.7% | -5.0% |
| 6M | +7.9% | +28.0% | -20.1% | 0.0% |
| YTD | +2.0% | +45.6% | -43.7% | -9.7% |
| 1Y | -4.3% | +45.7% | -50.0% | -15.3% |
| 3Y | +25.9% | +21.1% | +4.8% | +7.9% |
| 5Y | +5.8% | +0.3% | +5.5% | -6.3% |
| 10Y | +262.5% | +449.0% | -186.5% | +77.4% |
| All | +33,321.4% | +14,518.0% | +18,803.4% | +5,481.3% |
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 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