+55.2%
HYG vs WM
+306.3%
-251.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -0.7% | -3.1% | +2.4% | -0.2% |
| 30D | -0.6% | -5.3% | +4.7% | +0.3% |
| 3M | +0.4% | -4.2% | +4.7% | +1.0% |
| 6M | +1.2% | -8.1% | +9.3% | +2.5% |
| YTD | +1.5% | -1.4% | +2.9% | +1.3% |
| 1Y | +3.2% | +0.2% | +2.9% | +2.6% |
| 3Y | +25.9% | +43.1% | -17.2% | +14.9% |
| 5Y | +18.6% | +49.8% | -31.2% | +6.2% |
| All | +55.2% | +306.3% | -251.1% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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