+1,773.8%
HWM vs WST
+364.3%
+1,409.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -2.1% | +0.7% | -2.8% | -2.3% |
| 30D | -11.0% | -3.1% | -7.8% | -10.4% |
| 3M | +4.0% | +7.2% | -3.2% | +2.2% |
| 6M | -0.2% | +36.8% | -37.0% | -7.3% |
| YTD | +26.7% | +23.8% | +2.8% | +20.0% |
| 1Y | +44.7% | +37.8% | +6.9% | +33.6% |
| 3Y | +426.1% | -15.9% | +442.0% | +417.2% |
| 5Y | +738.5% | -25.8% | +764.3% | +730.6% |
| All | +1,773.8% | +364.3% | +1,409.5% | +714.9% |
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