+18.3%
HYG vs W
-62.2%
+80.5%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.1% |
| 7D | -0.7% | -0.9% | +0.2% | -0.7% |
| 30D | -0.7% | -4.2% | +3.5% | -0.6% |
| 3M | -0.2% | +26.9% | -27.1% | -1.7% |
| 6M | +1.4% | +31.2% | -29.8% | -0.6% |
| YTD | +1.5% | -1.8% | +3.3% | +0.7% |
| 1Y | +2.9% | +9.3% | -6.4% | +1.2% |
| 3Y | +25.6% | +33.2% | -7.6% | +19.3% |
| All | +18.3% | -62.2% | +80.5% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling