+1,520.0%
HWM vs WST
+464.2%
+1,055.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.9% |
| 3M | -20.3% | +17.6% | -37.9% | -23.1% |
| 6M | -18.0% | +28.3% | -46.3% | -22.6% |
| YTD | +9.5% | +50.5% | -41.0% | -0.5% |
| 1Y | +7.5% | +49.4% | -41.9% | -2.3% |
| 3Y | +355.7% | +21.9% | +333.8% | +308.0% |
| 5Y | +610.2% | +0.4% | +609.8% | +554.1% |
| 10Y | +1,516.8% | +451.5% | +1,065.3% | +587.1% |
| All | +1,520.0% | +464.2% | +1,055.8% | +575.6% |
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