+151.8%
HYG vs WWD
+1,715.9%
-1,564.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | -0.7% | -2.9% | +2.1% | -0.4% |
| 30D | -0.6% | -6.6% | +6.0% | +0.2% |
| 3M | +0.4% | -9.3% | +9.7% | +1.4% |
| 6M | +1.2% | -13.6% | +14.8% | +2.6% |
| YTD | +1.5% | +10.4% | -8.9% | -0.5% |
| 1Y | +3.2% | +39.9% | -36.7% | -2.1% |
| 3Y | +25.9% | +165.0% | -139.1% | +8.7% |
| 5Y | +18.6% | +183.8% | -165.2% | +0.4% |
| 10Y | +55.8% | +486.6% | -430.8% | +15.1% |
| All | +151.8% | +1,715.9% | -1,564.1% | +52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling