+25.7%
HYG vs W
+34.3%
-8.7%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.4% |
| 7D | -0.7% | +0.5% | -1.2% | -0.8% |
| 30D | -0.6% | -5.6% | +5.0% | -0.4% |
| 3M | +0.4% | +41.9% | -41.5% | -1.3% |
| 6M | +1.2% | +30.2% | -29.0% | -0.3% |
| YTD | +1.5% | -2.9% | +4.4% | +0.9% |
| 1Y | +3.2% | +11.6% | -8.4% | +1.7% |
| All | +25.7% | +34.3% | -8.7% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 3y: compounded portfolio wealth divided by compounded W 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…
3y analysis · Full analysis span regression · 6 months rolling