+288.2%
WAB vs HIG
+315.0%
-26.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.2% |
| 7D | -0.2% | -2.3% | +2.1% | +1.0% |
| 30D | -5.9% | -1.2% | -4.7% | -5.4% |
| 3M | +9.4% | +6.3% | +3.1% | +5.1% |
| 6M | +13.8% | +0.6% | +13.3% | +12.5% |
| YTD | +31.8% | +0.6% | +31.1% | +30.0% |
| 1Y | +48.5% | +6.1% | +42.4% | +42.0% |
| 3Y | +167.0% | +102.0% | +65.0% | +74.7% |
| 5Y | +222.3% | +119.2% | +103.1% | +100.0% |
| All | +288.2% | +315.0% | -26.8% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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