+343.8%
HPE vs WST
-25.8%
+369.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.7% | +8.4% | +7.8% |
| 7D | +10.1% | -0.3% | +10.4% | +10.2% |
| 30D | +5.3% | -4.6% | +9.9% | +6.0% |
| 3M | +12.7% | +5.7% | +7.0% | +11.6% |
| 6M | +167.7% | +37.6% | +130.1% | +153.8% |
| YTD | +135.5% | +23.0% | +112.4% | +126.7% |
| 1Y | +143.4% | +33.8% | +109.6% | +130.7% |
| 3Y | +249.2% | -13.4% | +262.5% | +241.0% |
| 5Y | +343.8% | -27.0% | +370.8% | +273.6% |
| All | +343.8% | -25.8% | +369.6% | +273.6% |
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 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