-35.1%
HL vs WST
+31.9%
-66.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.3% |
| 7D | -7.6% | +4.9% | -12.5% | -9.3% |
| 30D | -17.5% | +10.7% | -28.2% | -20.3% |
| 3M | -26.2% | +16.8% | -43.1% | -30.3% |
| 6M | -35.1% | +32.0% | -67.0% | -40.7% |
| All | -35.1% | +31.9% | -66.9% | -40.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling