+540.2%
HPE vs WST
+325.7%
+214.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.4% | +5.2% |
| 7D | +13.6% | -1.7% | +15.3% | +14.0% |
| 30D | +7.7% | -4.3% | +12.0% | +8.6% |
| 3M | +22.4% | +0.7% | +21.6% | +22.0% |
| 6M | +172.6% | +36.0% | +136.6% | +154.3% |
| YTD | +147.5% | +22.7% | +124.8% | +135.6% |
| 1Y | +151.8% | +34.1% | +117.7% | +134.2% |
| 3Y | +267.1% | -13.6% | +280.6% | +256.5% |
| 5Y | +362.8% | -26.0% | +388.7% | +354.3% |
| 10Y | +540.2% | +335.8% | +204.4% | +221.1% |
| All | +540.2% | +325.7% | +214.5% | +221.1% |
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