+947.8%
HIG vs WST
+9,048.3%
-8,100.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | -1.5% | +1.8% | -3.3% | -2.2% |
| 30D | -0.4% | -1.7% | +1.4% | +0.3% |
| 3M | +6.7% | +4.9% | +1.8% | +4.3% |
| 6M | +2.0% | +45.5% | -43.6% | -13.5% |
| YTD | +0.3% | +26.1% | -25.8% | -10.5% |
| 1Y | +4.2% | +31.7% | -27.5% | -9.4% |
| 3Y | +102.2% | -12.1% | +114.3% | +84.1% |
| 5Y | +118.5% | -23.6% | +142.1% | +99.5% |
| 10Y | +311.1% | +347.8% | -36.7% | +23.5% |
| All | +947.8% | +9,048.3% | -8,100.5% | -4.5% |
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