+303.0%
HIG vs WST
+341.6%
-38.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.1% |
| 7D | -2.3% | +0.4% | -2.7% | -2.3% |
| 30D | -1.2% | -2.0% | +0.8% | -1.0% |
| 3M | +6.3% | +4.1% | +2.2% | +5.6% |
| 6M | +0.6% | +47.4% | -46.8% | -4.9% |
| YTD | +0.6% | +25.4% | -24.8% | -2.9% |
| 1Y | +6.1% | +35.3% | -29.2% | +1.0% |
| 3Y | +102.0% | -11.7% | +113.7% | +97.9% |
| 5Y | +119.2% | -24.0% | +143.2% | +117.2% |
| All | +303.0% | +341.6% | -38.6% | +151.1% |
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