+151.7%
HYG vs WSM
+1,848.3%
-1,696.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -0.7% | -0.5% | -0.2% | -0.7% |
| 30D | -0.7% | -7.7% | +7.0% | -0.1% |
| 3M | -0.2% | +3.8% | -4.0% | -0.6% |
| 6M | +1.4% | +22.7% | -21.2% | -0.6% |
| YTD | +1.5% | +28.0% | -26.6% | -1.1% |
| 1Y | +2.9% | +12.7% | -9.8% | +1.3% |
| 3Y | +25.6% | +231.3% | -205.6% | +10.1% |
| 5Y | +18.6% | +177.2% | -158.6% | +3.7% |
| 10Y | +55.7% | +1,065.8% | -1,010.0% | +14.5% |
| All | +151.7% | +1,848.3% | -1,696.5% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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