+55.2%
HYG vs WAB
+296.8%
-241.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -0.7% | -4.1% | +3.3% | -0.2% |
| 3M | -0.2% | +8.2% | -8.4% | -1.4% |
| 6M | +1.4% | +15.4% | -14.0% | -0.9% |
| YTD | +1.5% | +33.1% | -31.7% | -2.8% |
| 1Y | +2.9% | +48.1% | -45.2% | -3.0% |
| 3Y | +25.6% | +167.7% | -142.1% | +8.1% |
| 5Y | +18.6% | +225.7% | -207.2% | -1.5% |
| All | +55.2% | +296.8% | -241.6% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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