+18.6%
HYG vs WMB
+270.0%
-251.4%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.1% |
| 7D | -0.7% | -1.7% | +0.9% | -0.6% |
| 30D | -0.6% | +0.7% | -1.3% | -0.7% |
| 3M | +0.4% | +1.5% | -1.1% | +0.1% |
| 6M | +1.2% | +0.1% | +1.2% | +1.0% |
| YTD | +1.5% | +22.9% | -21.4% | -1.3% |
| 1Y | +3.2% | +27.9% | -24.7% | -0.2% |
| 3Y | +25.9% | +139.1% | -113.2% | +10.1% |
| 5Y | +18.6% | +270.9% | -252.3% | +0.9% |
| All | +18.6% | +270.0% | -251.4% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling