+33,950.9%
HD vs WST
+14,250.0%
+19,700.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.4% | -0.4% |
| 7D | +6.4% | -5.8% | +12.2% | +8.2% |
| 30D | +22.1% | +5.3% | +16.7% | +20.2% |
| 3M | -0.2% | +11.8% | -12.0% | -3.5% |
| 6M | +12.6% | +26.7% | -14.1% | +4.7% |
| YTD | +3.9% | +43.0% | -39.1% | -7.5% |
| 1Y | -3.7% | +38.9% | -42.6% | -13.6% |
| 3Y | +27.9% | +18.2% | +9.7% | +10.4% |
| 5Y | +7.8% | -1.5% | +9.3% | -4.0% |
| 10Y | +269.4% | +439.0% | -169.6% | +81.8% |
| All | +33,950.9% | +14,250.0% | +19,700.9% | +5,618.3% |
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