-27.2%
JHX vs WST
-23.9%
-3.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -6.3% | +1.8% | -8.2% | -6.8% |
| 30D | -7.7% | -1.7% | -6.0% | -7.4% |
| 3M | +19.2% | +4.9% | +14.3% | +17.5% |
| 6M | +38.3% | +45.5% | -7.3% | +24.6% |
| YTD | +37.2% | +26.1% | +11.1% | +28.0% |
| 1Y | +42.3% | +31.7% | +10.6% | +30.7% |
| 3Y | -4.4% | -12.1% | +7.7% | -6.5% |
| All | -27.2% | -23.9% | -3.3% | -34.4% |
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 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