+151.7%
HYG vs WBD
+193.4%
-41.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | 0.0% |
| 7D | -0.7% | -0.7% | 0.0% | -0.6% |
| 30D | -0.7% | +1.4% | -2.1% | -0.9% |
| 3M | -0.2% | +4.4% | -4.6% | -0.6% |
| 6M | +1.4% | +0.8% | +0.6% | +1.3% |
| YTD | +1.5% | -2.7% | +4.2% | +1.6% |
| 1Y | +2.9% | +73.4% | -70.5% | -2.8% |
| 3Y | +25.6% | +142.1% | -116.5% | +11.5% |
| 5Y | +18.6% | +7.2% | +11.3% | +11.3% |
| 10Y | +55.7% | +14.2% | +41.5% | +35.6% |
| All | +151.7% | +193.4% | -41.7% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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