+226.1%
HPQ vs WST
+325.7%
-99.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.2% | +5.0% |
| 7D | +2.2% | -1.7% | +3.9% | +2.6% |
| 30D | +9.7% | -4.3% | +14.1% | +10.8% |
| 3M | +32.7% | +0.7% | +32.0% | +32.1% |
| 6M | +77.7% | +36.0% | +41.7% | +63.6% |
| YTD | +51.0% | +22.7% | +28.2% | +42.2% |
| 1Y | +18.4% | +34.1% | -15.7% | +8.6% |
| 3Y | +25.6% | -13.6% | +39.1% | +21.2% |
| 5Y | +38.6% | -26.0% | +64.6% | +36.2% |
| 10Y | +226.1% | +335.8% | -109.6% | +56.8% |
| All | +226.1% | +325.7% | -99.6% | +56.8% |
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