+2,903.2%
HPQ vs WST
+12,330.1%
-9,426.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.5% |
| 7D | +6.9% | +0.7% | +6.2% | +6.7% |
| 30D | +14.4% | -3.1% | +17.6% | +15.4% |
| 3M | +25.6% | +7.2% | +18.4% | +22.6% |
| 6M | +75.0% | +36.8% | +38.2% | +58.0% |
| YTD | +50.7% | +23.8% | +26.8% | +39.8% |
| 1Y | +18.7% | +37.8% | -19.1% | +6.0% |
| 3Y | +21.5% | -15.9% | +37.4% | +16.4% |
| 5Y | +31.6% | -25.8% | +57.4% | +27.2% |
| 10Y | +216.1% | +319.6% | -103.5% | +65.1% |
| All | +2,903.2% | +12,330.1% | -9,426.9% | +465.8% |
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 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