+335.8%
WST vs HRB
+205.6%
+130.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | -1.7% | -10.6% | +9.0% | -0.2% |
| 30D | -4.3% | -0.8% | -3.5% | -4.4% |
| 3M | +0.7% | +19.1% | -18.3% | -2.0% |
| 6M | +36.0% | +48.7% | -12.7% | +27.7% |
| YTD | +22.7% | +7.1% | +15.6% | +20.3% |
| 1Y | +34.1% | -8.3% | +42.4% | +34.2% |
| 3Y | -13.6% | +25.8% | -39.4% | -18.2% |
| 5Y | -26.0% | +111.1% | -137.1% | -35.0% |
| 10Y | +335.8% | +206.6% | +129.2% | +250.5% |
| All | +335.8% | +205.6% | +130.2% | +250.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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