+1,523.0%
HWM vs WST
+441.1%
+1,081.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.6% | +2.0% |
| 7D | +3.3% | -3.1% | +6.4% | +4.0% |
| 30D | -7.6% | +9.1% | -16.7% | -9.3% |
| 3M | -28.9% | +14.7% | -43.6% | -31.1% |
| 6M | -19.7% | +28.0% | -47.7% | -24.1% |
| YTD | +0.5% | +45.6% | -45.1% | -8.1% |
| 1Y | +0.3% | +45.7% | -45.4% | -8.4% |
| 3Y | +325.8% | +21.1% | +304.8% | +280.5% |
| 5Y | +524.7% | +0.3% | +524.4% | +473.1% |
| All | +1,523.0% | +441.1% | +1,081.8% | +576.7% |
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