+3,769.4%
HDB vs WST
+6,456.3%
-2,686.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +0.4% | +0.7% | -0.3% | +0.2% |
| 30D | -2.8% | -3.1% | +0.3% | -1.8% |
| 3M | -3.5% | +7.2% | -10.7% | -6.0% |
| 6M | -24.7% | +36.8% | -61.5% | -33.0% |
| YTD | -36.6% | +23.8% | -60.4% | -41.9% |
| 1Y | -34.4% | +37.8% | -72.1% | -42.6% |
| 3Y | -24.4% | -15.9% | -8.5% | -28.6% |
| 5Y | -35.4% | -25.8% | -9.5% | -38.3% |
| 10Y | +39.5% | +319.6% | -280.1% | -45.7% |
| All | +3,769.4% | +6,456.3% | -2,686.9% | +496.0% |
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