+2,590.5%
HPQ vs WST
+15,004.7%
-12,414.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -3.2% | +1.1% | -4.3% | -3.6% |
| 30D | -3.0% | +12.4% | -15.4% | -6.3% |
| 3M | +0.6% | +17.6% | -17.0% | -4.3% |
| 6M | +36.6% | +28.3% | +8.3% | +26.2% |
| YTD | +35.0% | +50.5% | -15.5% | +18.1% |
| 1Y | +23.1% | +49.4% | -26.3% | +7.9% |
| 3Y | +18.6% | +21.9% | -3.2% | +1.4% |
| 5Y | +10.3% | +0.4% | +10.0% | -2.5% |
| 10Y | +157.1% | +451.5% | -294.4% | +23.7% |
| All | +2,590.5% | +15,004.7% | -12,414.1% | +378.1% |
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