+325.8%
HWM vs WST
+19.1%
+306.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.6% | +2.2% |
| 7D | +3.3% | -3.1% | +6.4% | +3.7% |
| 30D | -7.6% | +9.1% | -16.7% | -8.4% |
| 3M | -28.9% | +14.7% | -43.6% | -30.0% |
| 6M | -19.7% | +28.0% | -47.7% | -21.9% |
| YTD | +0.5% | +45.6% | -45.1% | -4.0% |
| 1Y | +0.3% | +45.7% | -45.4% | -4.3% |
| 3Y | +325.8% | +21.1% | +304.8% | +291.4% |
| All | +325.8% | +19.1% | +306.8% | +291.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling