+55.2%
HYG vs WWD
+498.2%
-443.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | -0.7% | -2.6% | +1.9% | -0.4% |
| 30D | -0.7% | -6.9% | +6.2% | +0.1% |
| 3M | -0.2% | -13.0% | +12.9% | +1.3% |
| 6M | +1.4% | -12.5% | +13.9% | +2.6% |
| YTD | +1.5% | +11.8% | -10.4% | -0.8% |
| 1Y | +2.9% | +41.1% | -38.2% | -2.6% |
| 3Y | +25.6% | +163.1% | -137.4% | +7.9% |
| 5Y | +18.6% | +187.6% | -169.1% | -0.8% |
| All | +55.2% | +498.2% | -443.0% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling