+4,408.8%
HSY vs WST
+14,995.2%
-10,586.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.4% | +1.4% |
| 7D | +1.1% | +1.0% | +0.1% | +0.9% |
| 30D | +7.7% | +12.3% | -4.6% | +5.8% |
| 3M | -2.3% | +17.5% | -19.8% | -4.7% |
| 6M | -5.3% | +28.2% | -33.5% | -8.9% |
| YTD | -0.9% | +50.4% | -51.3% | -7.2% |
| 1Y | +5.2% | +49.3% | -44.1% | -1.5% |
| 3Y | +0.7% | +21.8% | -21.1% | -6.6% |
| 5Y | +12.2% | +0.3% | +11.9% | +5.4% |
| 10Y | +131.1% | +451.2% | -320.1% | +58.6% |
| All | +4,408.8% | +14,995.2% | -10,586.3% | +1,816.3% |
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