+132.1%
HON vs WST
+341.6%
-209.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.7% |
| 7D | -2.6% | +0.4% | -3.1% | -2.7% |
| 30D | -11.9% | -2.0% | -9.9% | -11.6% |
| 3M | -6.1% | +4.1% | -10.2% | -6.8% |
| 6M | -19.2% | +47.4% | -66.6% | -24.7% |
| YTD | +0.2% | +25.4% | -25.3% | -4.3% |
| 1Y | -1.5% | +35.3% | -36.8% | -7.2% |
| 3Y | +17.9% | -11.7% | +29.6% | +15.4% |
| 5Y | +1.9% | -24.0% | +26.0% | +1.9% |
| All | +132.1% | +341.6% | -209.5% | +40.2% |
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