+23.8%
HYG vs WM
+45.7%
-22.0%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.4% |
| 7D | +0.3% | +1.2% | -0.9% | +0.2% |
| 30D | -0.1% | +13.7% | -13.7% | -0.4% |
| 3M | -1.9% | +5.2% | -7.1% | -2.1% |
| 6M | -1.3% | +11.2% | -12.5% | -1.6% |
| YTD | +0.1% | +9.4% | -9.4% | -0.3% |
| 1Y | +1.0% | +20.4% | -19.3% | +0.2% |
| 3Y | +23.8% | +44.7% | -20.9% | +21.8% |
| All | +23.8% | +45.7% | -22.0% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling