+31,139.8%
HD vs WST
+12,330.1%
+18,809.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | -2.1% | +0.7% | -2.8% | -2.3% |
| 30D | -8.4% | -3.1% | -5.3% | -7.6% |
| 3M | +4.3% | +7.2% | -2.9% | +2.0% |
| 6M | -11.1% | +36.8% | -47.9% | -19.5% |
| YTD | -4.7% | +23.8% | -28.5% | -11.4% |
| 1Y | -19.8% | +37.8% | -57.6% | -28.2% |
| 3Y | +4.1% | -15.9% | +20.0% | +0.1% |
| 5Y | +10.3% | -25.8% | +36.1% | +7.3% |
| 10Y | +203.2% | +319.6% | -116.4% | +60.8% |
| All | +31,139.8% | +12,330.1% | +18,809.7% | +5,377.3% |
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