+2,544.1%
HPQ vs WST
+14,518.0%
-11,973.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -3.9% |
| 7D | -1.1% | -3.1% | +2.0% | -0.2% |
| 30D | -11.7% | +9.1% | -20.8% | -14.0% |
| 3M | +2.0% | +14.7% | -12.7% | -2.3% |
| 6M | +35.9% | +28.0% | +7.9% | +25.6% |
| YTD | +32.7% | +45.6% | -13.0% | +17.2% |
| 1Y | +14.3% | +45.7% | -31.4% | +0.9% |
| 3Y | +17.8% | +21.1% | -3.3% | +0.8% |
| 5Y | +7.6% | +0.3% | +7.2% | -5.1% |
| 10Y | +171.7% | +449.0% | -277.3% | +30.8% |
| All | +2,544.1% | +14,518.0% | -11,973.9% | +374.4% |
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