+5,634.3%
HON vs WST
+12,330.1%
-6,695.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | -3.6% | +0.7% | -4.3% | -3.8% |
| 30D | -15.3% | -3.1% | -12.1% | -14.6% |
| 3M | -7.9% | +7.2% | -15.1% | -9.8% |
| 6M | -18.1% | +36.8% | -54.9% | -25.2% |
| YTD | +3.8% | +23.8% | -20.0% | -3.0% |
| 1Y | +0.5% | +37.8% | -37.3% | -9.0% |
| 3Y | +19.8% | -15.9% | +35.7% | +15.2% |
| 5Y | +2.9% | -25.8% | +28.7% | -0.3% |
| 10Y | +134.6% | +319.6% | -185.0% | +23.9% |
| All | +5,634.3% | +12,330.1% | -6,695.8% | +1,023.6% |
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