+18.3%
HYG vs WPM
+263.6%
-245.4%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.2% |
| 7D | -0.7% | -0.6% | -0.2% | -0.7% |
| 30D | -0.7% | +14.4% | -15.1% | -1.7% |
| 3M | -0.2% | +37.0% | -37.2% | -2.5% |
| 6M | +1.4% | +4.1% | -2.7% | +0.8% |
| YTD | +1.5% | +31.7% | -30.3% | -1.3% |
| 1Y | +2.9% | +44.2% | -41.3% | -0.8% |
| 3Y | +25.6% | +265.5% | -239.8% | +9.0% |
| All | +18.3% | +263.6% | -245.4% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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