+391.8%
HUBB vs WST
+452.9%
-61.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +1.2% | +1.1% | +0.1% | +1.0% |
| 30D | -6.4% | +12.4% | -18.8% | -8.9% |
| 3M | -14.4% | +17.6% | -32.0% | -17.6% |
| 6M | -9.0% | +28.3% | -37.2% | -14.4% |
| YTD | +0.7% | +50.5% | -49.8% | -9.3% |
| 1Y | -0.3% | +49.4% | -49.7% | -10.1% |
| 3Y | +59.2% | +21.9% | +37.3% | +41.5% |
| 5Y | +130.2% | +0.4% | +129.9% | +111.2% |
| 10Y | +391.8% | +451.5% | -59.7% | +151.8% |
| All | +391.8% | +452.9% | -61.1% | +151.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling