+116.4%
HPE vs WST
+47.3%
+69.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.4% | -6.1% | -5.7% |
| 7D | -17.0% | +1.3% | -18.2% | -17.0% |
| 30D | -26.7% | +8.5% | -35.2% | -27.3% |
| 3M | -4.1% | +17.2% | -21.4% | -5.9% |
| 6M | +75.4% | +36.3% | +39.2% | +65.2% |
| YTD | +111.0% | +48.9% | +62.1% | +86.0% |
| 1Y | +116.4% | +42.9% | +73.5% | +93.0% |
| All | +116.4% | +47.3% | +69.1% | +93.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling