+151.8%
HYG vs WCN
+1,220.8%
-1,069.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | -0.2% |
| 7D | -0.7% | -4.4% | +3.7% | +0.2% |
| 30D | -0.6% | -4.4% | +3.9% | +0.3% |
| 3M | +0.4% | +0.5% | -0.1% | +0.2% |
| 6M | +1.2% | -3.3% | +4.5% | +1.6% |
| YTD | +1.5% | -8.5% | +10.0% | +2.8% |
| 1Y | +3.2% | -8.9% | +12.1% | +4.5% |
| 3Y | +25.9% | +18.0% | +7.8% | +19.7% |
| 5Y | +18.6% | +25.0% | -6.5% | +10.5% |
| 10Y | +55.8% | +234.7% | -178.9% | +15.6% |
| All | +151.8% | +1,220.8% | -1,069.0% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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