+155.8%
HON vs WST
+456.5%
-300.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.4% | -0.3% |
| 7D | +1.4% | +4.2% | -2.8% | +0.7% |
| 30D | +7.5% | +11.2% | -3.7% | +5.6% |
| 3M | -4.3% | +20.4% | -24.7% | -7.3% |
| 6M | -1.5% | +37.9% | -39.4% | -6.9% |
| YTD | +10.5% | +51.8% | -41.3% | +2.3% |
| 1Y | +8.5% | +56.6% | -48.1% | -0.2% |
| 3Y | +28.0% | +24.2% | +3.8% | +16.8% |
| 5Y | +12.0% | +0.7% | +11.4% | +6.0% |
| All | +155.8% | +456.5% | -300.7% | +48.0% |
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