+55.2%
HYG vs WMB
+307.8%
-252.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -0.7% | -1.0% | +0.3% | -0.6% |
| 30D | -0.7% | -0.4% | -0.3% | -0.7% |
| 3M | -0.2% | +3.2% | -3.4% | -0.7% |
| 6M | +1.4% | +0.1% | +1.4% | +1.2% |
| YTD | +1.5% | +23.9% | -22.4% | -1.7% |
| 1Y | +2.9% | +27.6% | -24.7% | -0.8% |
| 3Y | +25.6% | +141.9% | -116.3% | +9.9% |
| 5Y | +18.6% | +273.8% | -255.2% | -3.1% |
| All | +55.2% | +307.8% | -252.6% | +19.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling