+370.3%
HPE vs WST
+456.5%
-86.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -5.0% | -4.0% |
| 7D | +7.9% | +4.2% | +3.6% | +7.0% |
| 30D | -23.5% | +11.2% | -34.7% | -25.0% |
| 3M | -19.1% | +20.4% | -39.4% | -22.0% |
| 6M | +51.4% | +37.9% | +13.5% | +41.5% |
| YTD | +103.4% | +51.8% | +51.6% | +85.6% |
| 1Y | +114.4% | +56.6% | +57.8% | +94.2% |
| 3Y | +224.7% | +24.2% | +200.5% | +190.2% |
| 5Y | +277.8% | +0.7% | +277.1% | +246.7% |
| All | +370.3% | +456.5% | -86.3% | +122.8% |
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