+19.0%
HYG vs WM
+51.0%
-32.1%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -0.2% | -1.2% | +1.0% | -0.1% |
| 30D | -0.1% | -4.5% | +4.4% | +0.3% |
| 3M | +0.7% | -2.2% | +2.9% | +0.8% |
| 6M | +1.5% | -11.5% | +13.0% | +2.6% |
| YTD | +1.9% | -0.7% | +2.6% | +1.7% |
| 1Y | +3.7% | +0.3% | +3.4% | +3.4% |
| 3Y | +26.5% | +44.2% | -17.7% | +18.6% |
| 5Y | +19.0% | +51.6% | -32.7% | +10.3% |
| All | +19.0% | +51.0% | -32.1% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling