+1,524.1%
HWM vs WST
+441.1%
+1,083.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +2.1% |
| 7D | +3.4% | -3.1% | +6.5% | +4.1% |
| 30D | -7.5% | +9.1% | -16.6% | -9.2% |
| 3M | -28.9% | +14.7% | -43.6% | -31.0% |
| 6M | -19.6% | +28.0% | -47.6% | -24.1% |
| YTD | +0.6% | +45.6% | -45.0% | -8.0% |
| 1Y | +0.3% | +45.7% | -45.3% | -8.4% |
| 3Y | +326.1% | +21.1% | +305.1% | +280.8% |
| 5Y | +525.2% | +0.3% | +524.9% | +473.5% |
| All | +1,524.1% | +441.1% | +1,083.0% | +577.2% |
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