+148.8%
HYG vs WM
+1,072.2%
-923.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | 0.0% |
| 7D | -0.4% | +3.2% | -3.6% | -1.1% |
| 30D | +0.7% | +13.0% | -12.3% | -2.1% |
| 3M | -2.1% | +9.2% | -11.3% | -4.2% |
| 6M | -0.8% | +13.6% | -14.5% | -4.0% |
| YTD | +0.3% | +12.4% | -12.1% | -2.9% |
| 1Y | +1.8% | +21.2% | -19.5% | -3.3% |
| 3Y | +24.1% | +48.7% | -24.5% | +11.1% |
| 5Y | +17.7% | +61.9% | -44.2% | +2.3% |
| 10Y | +56.8% | +331.0% | -274.3% | +3.3% |
| All | +148.8% | +1,072.2% | -923.4% | +16.4% |
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