+153.0%
HYG vs WCC
+472.6%
-319.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | -0.2% | +6.8% | -7.0% | -0.9% |
| 30D | -0.1% | -3.0% | +2.9% | +0.2% |
| 3M | +0.7% | +0.2% | +0.5% | +0.3% |
| 6M | +1.5% | +33.2% | -31.6% | -2.4% |
| YTD | +1.9% | +45.8% | -43.9% | -3.2% |
| 1Y | +3.7% | +68.4% | -64.7% | -3.3% |
| 3Y | +26.5% | +131.1% | -104.7% | +10.8% |
| 5Y | +19.0% | +225.6% | -206.7% | -2.4% |
| 10Y | +56.5% | +534.2% | -477.7% | +10.5% |
| All | +153.0% | +472.6% | -319.7% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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