+255.0%
HIG vs WST
+456.5%
-201.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.3% |
| 7D | +2.6% | +4.2% | -1.6% | +2.0% |
| 30D | +4.2% | +11.2% | -7.0% | +2.7% |
| 3M | +0.2% | +20.4% | -20.2% | -2.4% |
| 6M | +4.6% | +37.9% | -33.3% | 0.0% |
| YTD | +1.1% | +51.8% | -50.7% | -5.0% |
| 1Y | +4.7% | +56.6% | -51.9% | -2.1% |
| 3Y | +95.5% | +24.2% | +71.2% | +81.4% |
| 5Y | +111.7% | +0.7% | +111.0% | +100.7% |
| All | +255.0% | +456.5% | -201.5% | +109.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling