+8.6%
HL vs WST
+15,004.7%
-14,996.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -5.6% | +1.1% | -6.6% | -5.8% |
| 30D | -16.2% | +12.4% | -28.5% | -18.4% |
| 3M | -20.5% | +17.6% | -38.1% | -23.5% |
| 6M | -31.7% | +28.3% | -59.9% | -35.7% |
| YTD | -26.4% | +50.5% | -76.9% | -33.8% |
| 1Y | -4.3% | +49.4% | -53.7% | -13.7% |
| 3Y | +276.9% | +21.9% | +255.0% | +234.1% |
| 5Y | +124.1% | +0.4% | +123.7% | +104.2% |
| 10Y | +144.6% | +451.5% | -306.9% | +41.3% |
| All | +8.6% | +15,004.7% | -14,996.0% | -53.9% |
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 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