+260.7%
LH vs WST
+446.4%
-185.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | +4.8% | +1.4% | +3.4% | +4.4% |
| 30D | +18.8% | +12.7% | +6.1% | +14.9% |
| 3M | +15.7% | +17.2% | -1.5% | +10.5% |
| 6M | +46.7% | +26.7% | +20.0% | +36.6% |
| YTD | +48.9% | +50.3% | -1.4% | +31.0% |
| 1Y | +43.5% | +50.2% | -6.8% | +26.0% |
| 3Y | +86.9% | +21.7% | +65.2% | +61.1% |
| 5Y | +60.4% | +2.0% | +58.4% | +43.2% |
| 10Y | +260.7% | +451.1% | -190.4% | +71.7% |
| All | +260.7% | +446.4% | -185.7% | +71.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling