+1.6%
HYG vs WMB
+22.7%
-21.1%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.4% | +7.1% | +0.7% |
| 7D | -0.1% | -8.6% | +8.5% | -0.1% |
| 30D | +0.7% | -4.2% | +4.9% | +0.7% |
| 3M | -2.0% | -4.4% | +2.4% | -2.0% |
| 6M | -0.9% | -8.7% | +7.8% | -0.9% |
| YTD | +0.1% | +15.4% | -15.3% | -0.4% |
| 1Y | +1.6% | +23.7% | -22.1% | +0.8% |
| All | +1.6% | +22.7% | -21.1% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 1y: compounded portfolio wealth divided by compounded WMB 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…
1y analysis · Full analysis span regression · 6 months rolling