+1,516.2%
HWM vs WST
+446.4%
+1,069.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -1.8% | +1.4% | -3.1% | -2.0% |
| 30D | -2.7% | +12.7% | -15.4% | -5.1% |
| 3M | -22.7% | +17.2% | -39.9% | -25.4% |
| 6M | -18.9% | +26.7% | -45.6% | -23.2% |
| YTD | +7.1% | +50.3% | -43.2% | -2.7% |
| 1Y | +4.7% | +50.2% | -45.6% | -5.0% |
| 3Y | +345.6% | +21.7% | +323.9% | +298.9% |
| 5Y | +588.3% | +2.0% | +586.2% | +530.3% |
| 10Y | +1,516.2% | +451.1% | +1,065.1% | +567.8% |
| All | +1,516.2% | +446.4% | +1,069.8% | +567.8% |
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