+144.6%
HL vs WST
+452.9%
-308.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -5.6% | +1.1% | -6.6% | -5.7% |
| 30D | -16.2% | +12.4% | -28.5% | -18.2% |
| 3M | -20.5% | +17.6% | -38.1% | -23.1% |
| 6M | -31.7% | +28.3% | -59.9% | -35.2% |
| YTD | -26.4% | +50.5% | -76.9% | -32.9% |
| 1Y | -4.3% | +49.4% | -53.7% | -12.7% |
| 3Y | +276.9% | +21.9% | +255.0% | +238.7% |
| 5Y | +124.1% | +0.4% | +123.7% | +103.1% |
| 10Y | +144.6% | +451.5% | -306.9% | +68.5% |
| All | +144.6% | +452.9% | -308.2% | +68.5% |
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 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