-11.6%
HL vs WST
+54.9%
-66.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.1% |
| 7D | -11.1% | +4.2% | -15.3% | -11.9% |
| 30D | -12.1% | +11.2% | -23.3% | -13.8% |
| 3M | -26.1% | +20.4% | -46.5% | -28.6% |
| 6M | -37.7% | +37.9% | -75.6% | -40.8% |
| YTD | -31.7% | +51.8% | -83.5% | -36.6% |
| 1Y | -11.6% | +56.6% | -68.3% | -19.9% |
| All | -11.6% | +54.9% | -66.6% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling