+153.4%
HYG vs WST
+1,595.9%
-1,442.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | -0.1% | -4.6% | +4.5% | +0.5% |
| 3M | +1.0% | +5.7% | -4.7% | +0.2% |
| 6M | +2.3% | +37.6% | -35.2% | -1.7% |
| YTD | +2.1% | +23.0% | -20.9% | -0.7% |
| 1Y | +3.8% | +33.8% | -30.0% | -0.4% |
| 3Y | +26.7% | -13.4% | +40.1% | +24.7% |
| 5Y | +19.3% | -27.0% | +46.2% | +18.3% |
| 10Y | +55.3% | +324.5% | -269.3% | +12.9% |
| All | +153.4% | +1,595.9% | -1,442.5% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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