+19.2%
HPQ vs WST
+16.9%
+2.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -3.5% |
| 7D | -1.1% | -3.1% | +2.0% | -0.9% |
| 30D | -11.7% | +9.1% | -20.8% | -12.4% |
| 3M | +2.0% | +14.7% | -12.7% | +0.7% |
| 6M | +35.9% | +28.0% | +7.9% | +32.5% |
| YTD | +32.7% | +45.6% | -13.0% | +27.4% |
| 1Y | +14.3% | +45.7% | -31.4% | +9.6% |
| All | +19.2% | +16.9% | +2.2% | +7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling