+1,511.7%
HST vs WST
+14,518.0%
-13,006.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.7% |
| 7D | -2.7% | -3.1% | +0.4% | -1.6% |
| 30D | +10.7% | +9.1% | +1.6% | +7.5% |
| 3M | +6.3% | +14.7% | -8.4% | +1.3% |
| 6M | +19.0% | +28.0% | -9.0% | +8.7% |
| YTD | +47.0% | +45.6% | +1.4% | +27.3% |
| 1Y | +53.4% | +45.7% | +7.8% | +32.7% |
| 3Y | +78.0% | +21.1% | +56.9% | +47.7% |
| 5Y | +71.7% | +0.3% | +71.4% | +46.8% |
| 10Y | +146.2% | +449.0% | -302.8% | -8.8% |
| All | +1,511.7% | +14,518.0% | -13,006.3% | +106.4% |
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