+621.7%
HPE vs WST
+534.0%
+87.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -4.3% |
| 7D | -0.6% | +0.7% | -1.3% | -0.7% |
| 30D | -2.3% | -3.1% | +0.9% | -1.6% |
| 3M | -2.9% | +7.2% | -10.1% | -4.5% |
| 6M | +143.6% | +36.8% | +106.8% | +125.9% |
| YTD | +118.5% | +23.8% | +94.7% | +106.9% |
| 1Y | +129.2% | +37.8% | +91.4% | +110.9% |
| 3Y | +212.5% | -15.9% | +228.4% | +205.7% |
| 5Y | +286.9% | -25.8% | +312.7% | +280.7% |
| 10Y | +432.3% | +319.6% | +112.7% | +147.7% |
| All | +621.7% | +534.0% | +87.7% | +151.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling