+4.4%
HWM vs WST
+47.3%
-42.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.4% |
| 7D | +9.4% | +1.3% | +8.1% | +9.2% |
| 30D | -7.0% | +8.5% | -15.5% | -8.2% |
| 3M | -25.9% | +17.2% | -43.1% | -27.9% |
| 6M | -10.8% | +36.3% | -47.1% | -16.6% |
| YTD | +4.3% | +48.9% | -44.6% | -6.3% |
| 1Y | +4.4% | +42.9% | -38.5% | -6.2% |
| All | +4.4% | +47.3% | -42.9% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling