+2,401.5%
JHX vs WST
+7,580.4%
-5,178.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.8% |
| 7D | +1.5% | +0.7% | +0.8% | +1.3% |
| 30D | +7.2% | -3.1% | +10.3% | +8.2% |
| 3M | +29.9% | +7.2% | +22.7% | +27.0% |
| 6M | +35.4% | +36.8% | -1.4% | +22.2% |
| YTD | +46.5% | +23.8% | +22.6% | +35.9% |
| 1Y | +55.5% | +37.8% | +17.8% | +39.0% |
| 3Y | -0.4% | -15.9% | +15.5% | -3.4% |
| 5Y | -23.3% | -25.8% | +2.5% | -24.7% |
| 10Y | +111.1% | +319.6% | -208.5% | +15.3% |
| All | +2,401.5% | +7,580.4% | -5,178.8% | +674.5% |
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 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