+148.3%
HYG vs WM
+1,041.2%
-892.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.5% |
| 7D | +0.3% | +1.2% | -0.9% | 0.0% |
| 30D | -0.1% | +13.7% | -13.7% | -3.0% |
| 3M | -1.9% | +5.2% | -7.1% | -3.2% |
| 6M | -1.3% | +11.2% | -12.5% | -4.0% |
| YTD | +0.1% | +9.4% | -9.4% | -2.5% |
| 1Y | +1.0% | +20.4% | -19.3% | -3.8% |
| 3Y | +23.8% | +44.7% | -20.9% | +11.4% |
| 5Y | +17.3% | +58.5% | -41.2% | +2.4% |
| 10Y | +55.0% | +326.4% | -271.4% | +2.3% |
| All | +148.3% | +1,041.2% | -892.9% | +16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling