-25.3%
HDB vs WST
-0.1%
-25.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.6% |
| 7D | +13.3% | -3.1% | +16.4% | +13.7% |
| 30D | +13.6% | +9.1% | +4.5% | +12.5% |
| 3M | +5.8% | +14.7% | -8.9% | +4.1% |
| 6M | -1.9% | +28.0% | -29.9% | -4.7% |
| YTD | -31.2% | +45.6% | -76.8% | -34.3% |
| 1Y | -29.6% | +45.7% | -75.2% | -32.8% |
| 3Y | -10.1% | +21.1% | -31.2% | -15.9% |
| All | -25.3% | -0.1% | -25.2% | -30.3% |
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