+153.0%
HYG vs WAB
+1,661.2%
-1,508.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | 0.0% |
| 7D | -0.2% | +0.2% | -0.4% | -0.2% |
| 30D | -0.1% | -4.6% | +4.5% | +0.6% |
| 3M | +0.7% | +5.6% | -5.0% | -0.3% |
| 6M | +1.5% | +13.8% | -12.3% | -0.7% |
| YTD | +1.9% | +31.9% | -29.9% | -2.5% |
| 1Y | +3.7% | +48.3% | -44.5% | -2.6% |
| 3Y | +26.5% | +167.1% | -140.7% | +7.8% |
| 5Y | +19.0% | +222.9% | -203.9% | -2.2% |
| 10Y | +56.5% | +289.9% | -233.4% | +19.2% |
| All | +153.0% | +1,661.2% | -1,508.2% | +48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling