+1,352.0%
HWM vs WST
+436.0%
+915.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.0% | -1.9% | -5.1% |
| 7D | -2.4% | -5.8% | +3.4% | -1.2% |
| 30D | -13.3% | +5.3% | -18.6% | -14.2% |
| 3M | -31.0% | +11.8% | -42.8% | -32.7% |
| 6M | -17.1% | +26.7% | -43.8% | -21.5% |
| YTD | -1.9% | +43.0% | -44.8% | -9.9% |
| 1Y | -2.4% | +38.9% | -41.3% | -9.9% |
| 3Y | +322.2% | +18.2% | +304.0% | +279.6% |
| 5Y | +509.8% | -1.5% | +511.4% | +461.7% |
| 10Y | +1,453.8% | +439.0% | +1,014.8% | +559.3% |
| All | +1,352.0% | +436.0% | +915.9% | +512.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling