+59.4%
LH vs WST
+1.0%
+58.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.8% |
| 7D | +1.1% | +4.2% | -3.2% | +0.2% |
| 30D | +16.7% | +11.2% | +5.5% | +14.1% |
| 3M | +15.1% | +20.4% | -5.3% | +10.5% |
| 6M | +46.3% | +37.9% | +8.4% | +36.2% |
| YTD | +48.8% | +51.8% | -3.0% | +34.7% |
| 1Y | +39.7% | +56.6% | -16.9% | +25.4% |
| 3Y | +87.0% | +24.2% | +62.8% | +65.5% |
| All | +59.4% | +1.0% | +58.4% | +48.8% |
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