+151.7%
HYG vs GWW
+2,174.5%
-2,022.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -0.7% | -3.4% | +2.7% | -0.2% |
| 30D | -0.7% | -1.9% | +1.2% | -0.4% |
| 3M | -0.2% | -2.4% | +2.2% | +0.1% |
| 6M | +1.4% | +15.7% | -14.3% | -1.2% |
| YTD | +1.5% | +27.6% | -26.1% | -2.9% |
| 1Y | +2.9% | +27.2% | -24.3% | -1.6% |
| 3Y | +25.6% | +89.7% | -64.0% | +11.3% |
| 5Y | +18.6% | +223.9% | -205.4% | -5.2% |
| 10Y | +55.7% | +567.1% | -511.4% | +5.2% |
| All | +151.7% | +2,174.5% | -2,022.8% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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