+151.7%
HYG vs WTW
+350.6%
-198.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.7% | -5.7% | +5.0% | +0.3% |
| 30D | -0.7% | -7.3% | +6.5% | +0.5% |
| 3M | -0.2% | +21.5% | -21.7% | -3.7% |
| 6M | +1.4% | +9.6% | -8.2% | -0.7% |
| YTD | +1.5% | -3.3% | +4.7% | +1.3% |
| 1Y | +2.9% | -6.1% | +9.0% | +3.2% |
| 3Y | +25.6% | +61.8% | -36.2% | +13.0% |
| 5Y | +18.6% | +42.7% | -24.1% | +8.3% |
| 10Y | +55.7% | +197.2% | -141.5% | +21.0% |
| All | +151.7% | +350.6% | -198.9% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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