+1,579.2%
HWM vs WST
+466.7%
+1,112.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.3% | +1.7% | +4.3% |
| 7D | +1.6% | +1.3% | +0.3% | +1.4% |
| 30D | -3.9% | +12.9% | -16.8% | -6.4% |
| 3M | -23.2% | +16.7% | -39.9% | -25.8% |
| 6M | -20.0% | +26.8% | -46.8% | -24.3% |
| YTD | +5.7% | +50.5% | -44.8% | -4.0% |
| 1Y | +4.9% | +52.9% | -48.0% | -5.2% |
| 3Y | +347.0% | +23.9% | +323.1% | +298.1% |
| 5Y | +563.0% | +1.0% | +562.0% | +509.2% |
| 10Y | +1,579.2% | +451.4% | +1,127.8% | +598.3% |
| All | +1,579.2% | +466.7% | +1,112.4% | +598.3% |
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