+156.1%
HPQ vs WST
+456.5%
-300.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.4% | +1.4% |
| 7D | +3.2% | +4.2% | -1.1% | +2.2% |
| 30D | -3.6% | +11.2% | -14.8% | -6.0% |
| 3M | -5.3% | +20.4% | -25.7% | -9.5% |
| 6M | +41.1% | +37.9% | +3.3% | +30.1% |
| YTD | +36.9% | +51.8% | -14.9% | +22.6% |
| 1Y | +23.5% | +56.6% | -33.1% | +9.7% |
| 3Y | +19.6% | +24.2% | -4.6% | +4.3% |
| 5Y | +11.4% | +0.7% | +10.7% | +1.0% |
| All | +156.1% | +456.5% | -300.5% | +19.5% |
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