+153.5%
HYG vs WM
+948.2%
-794.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.2% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | +0.1% | -2.4% | +2.5% | +0.6% |
| 3M | +0.7% | +0.4% | +0.2% | +0.3% |
| 6M | +1.5% | -9.5% | +11.0% | +3.4% |
| YTD | +2.2% | +0.5% | +1.7% | +1.6% |
| 1Y | +3.9% | -1.1% | +5.0% | +3.5% |
| 3Y | +26.0% | +46.0% | -20.0% | +13.0% |
| 5Y | +19.2% | +51.8% | -32.7% | +4.9% |
| 10Y | +54.8% | +307.5% | -252.7% | +3.1% |
| All | +153.5% | +948.2% | -794.7% | +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 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