+5,919.9%
HON vs WST
+14,518.0%
-8,598.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.5% |
| 7D | +0.8% | -3.1% | +3.9% | +1.7% |
| 30D | +5.7% | +9.1% | -3.4% | +3.4% |
| 3M | -8.3% | +14.7% | -23.0% | -11.6% |
| 6M | -2.4% | +28.0% | -30.4% | -8.9% |
| YTD | +9.0% | +45.6% | -36.6% | -2.5% |
| 1Y | +9.2% | +45.7% | -36.5% | -2.4% |
| 3Y | +26.3% | +21.1% | +5.2% | +9.6% |
| 5Y | +9.1% | +0.3% | +8.8% | -2.9% |
| 10Y | +163.4% | +449.0% | -285.6% | +29.1% |
| All | +5,919.9% | +14,518.0% | -8,598.1% | +1,029.9% |
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