+146.7%
HUM vs WST
+341.6%
-194.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.3% |
| 7D | -1.4% | +0.4% | -1.9% | -1.5% |
| 30D | +7.5% | -2.0% | +9.5% | +7.9% |
| 3M | +10.2% | +4.1% | +6.1% | +9.3% |
| 6M | +132.5% | +47.4% | +85.1% | +113.9% |
| YTD | +57.6% | +25.4% | +32.2% | +49.7% |
| 1Y | +48.6% | +35.3% | +13.3% | +38.8% |
| 3Y | -11.2% | -11.7% | +0.5% | -13.2% |
| 5Y | +4.8% | -24.0% | +28.8% | +6.4% |
| All | +146.7% | +341.6% | -194.9% | +39.2% |
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