+610.2%
HWM vs WST
+1.5%
+608.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.2% |
| 7D | +5.0% | +1.1% | +3.9% | +4.8% |
| 30D | +1.5% | +12.4% | -10.9% | -0.4% |
| 3M | -20.3% | +17.6% | -37.9% | -22.5% |
| 6M | -18.0% | +28.3% | -46.3% | -21.5% |
| YTD | +9.5% | +50.5% | -41.0% | +1.7% |
| 1Y | +7.5% | +49.4% | -41.9% | -0.2% |
| 3Y | +355.7% | +21.9% | +333.8% | +317.7% |
| 5Y | +610.2% | +0.4% | +609.8% | +551.5% |
| All | +610.2% | +1.5% | +608.7% | +551.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling