-27.0%
WST vs HRB
+112.6%
-139.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | +0.3% |
| 7D | -0.3% | -9.1% | +8.8% | +1.0% |
| 30D | -4.6% | +0.3% | -4.9% | -4.9% |
| 3M | +5.7% | +23.4% | -17.7% | +2.0% |
| 6M | +37.6% | +45.1% | -7.6% | +28.7% |
| YTD | +23.0% | +8.9% | +14.2% | +20.6% |
| 1Y | +33.8% | -7.9% | +41.7% | +34.8% |
| 3Y | -13.4% | +27.9% | -41.3% | -19.9% |
| 5Y | -27.0% | +108.3% | -135.3% | -38.0% |
| All | -27.0% | +112.6% | -139.6% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling