+144,965.6%
HUBB vs WST
+14,947.6%
+130,018.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.1% |
| 7D | +4.6% | +4.9% | -0.3% | +3.3% |
| 30D | -8.4% | +10.7% | -19.0% | -10.8% |
| 3M | -14.3% | +16.8% | -31.2% | -17.9% |
| 6M | -9.3% | +32.0% | -41.3% | -16.2% |
| YTD | -0.5% | +49.9% | -50.4% | -11.8% |
| 1Y | -2.1% | +50.6% | -52.8% | -13.4% |
| 3Y | +57.2% | +21.4% | +35.8% | +37.5% |
| 5Y | +127.1% | -0.6% | +127.7% | +104.8% |
| 10Y | +385.7% | +449.4% | -63.7% | +153.8% |
| All | +144,965.6% | +14,947.6% | +130,018.0% | +40,587.1% |
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