+1,474.6%
HWM vs WST
+456.5%
+1,018.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.3% | -1.3% |
| 7D | +7.3% | +4.2% | +3.1% | +6.4% |
| 30D | +1.6% | +11.2% | -9.6% | -0.7% |
| 3M | -21.9% | +20.4% | -42.2% | -25.0% |
| 6M | -19.0% | +37.9% | -56.9% | -24.7% |
| YTD | +7.9% | +51.8% | -43.9% | -2.2% |
| 1Y | +9.9% | +56.6% | -46.7% | -1.1% |
| 3Y | +342.1% | +24.2% | +317.9% | +293.8% |
| 5Y | +600.8% | +0.7% | +600.1% | +545.3% |
| All | +1,474.6% | +456.5% | +1,018.1% | +539.0% |
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