+119.8%
HIG vs WST
-27.5%
+147.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -0.5% | -1.7% | +1.2% | -0.3% |
| 30D | -2.8% | -4.3% | +1.5% | -2.5% |
| 3M | +6.3% | +0.7% | +5.6% | +6.2% |
| 6M | -0.1% | +36.0% | -36.1% | -3.1% |
| YTD | +0.4% | +22.7% | -22.3% | -1.7% |
| 1Y | +6.2% | +34.1% | -27.9% | +2.9% |
| 3Y | +101.6% | -13.6% | +115.2% | +99.0% |
| 5Y | +119.8% | -26.0% | +145.8% | +111.3% |
| All | +119.8% | -27.5% | +147.4% | +111.3% |
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