+232.1%
HPE vs WST
-0.1%
+232.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.1% |
| 7D | -18.7% | -3.1% | -15.6% | -18.3% |
| 30D | -37.9% | +9.1% | -47.0% | -38.6% |
| 3M | -14.4% | +14.7% | -29.1% | -16.1% |
| 6M | +48.2% | +28.0% | +20.2% | +42.4% |
| YTD | +88.6% | +45.6% | +43.0% | +76.8% |
| 1Y | +94.8% | +45.7% | +49.1% | +82.4% |
| 3Y | +202.7% | +21.1% | +181.6% | +176.5% |
| All | +232.1% | -0.1% | +232.2% | +193.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling