+5,578.4%
HUM vs WST
+12,330.1%
-6,751.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | +4.2% | +0.7% | +3.4% | +4.0% |
| 30D | +10.4% | -3.1% | +13.5% | +11.2% |
| 3M | +15.1% | +7.2% | +7.9% | +13.1% |
| 6M | +120.9% | +36.8% | +84.1% | +103.6% |
| YTD | +57.9% | +23.8% | +34.1% | +48.8% |
| 1Y | +30.6% | +37.8% | -7.2% | +19.6% |
| 3Y | -9.6% | -15.9% | +6.3% | -12.0% |
| 5Y | +1.6% | -25.8% | +27.4% | -0.7% |
| 10Y | +146.4% | +319.6% | -173.2% | +43.9% |
| All | +5,578.4% | +12,330.1% | -6,751.7% | +1,506.9% |
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