+71.7%
HST vs WST
-25.7%
+97.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -1.0% | +0.7% | -1.8% | -1.1% |
| 30D | -12.3% | -3.1% | -9.1% | -11.8% |
| 3M | -6.4% | +7.2% | -13.6% | -7.4% |
| 6M | +15.0% | +36.8% | -21.8% | +9.4% |
| YTD | +30.5% | +23.8% | +6.7% | +25.8% |
| 1Y | +35.7% | +37.8% | -2.1% | +28.3% |
| 3Y | +68.4% | -15.9% | +84.3% | +66.3% |
| All | +71.7% | -25.7% | +97.4% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling