+261.5%
WAB vs HIG
+261.7%
-0.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -1.1% |
| 7D | +5.1% | +2.6% | +2.5% | +3.7% |
| 30D | +4.0% | +4.2% | -0.2% | +1.5% |
| 3M | +0.1% | +0.2% | -0.1% | -0.5% |
| 6M | +12.8% | +4.6% | +8.2% | +8.8% |
| YTD | +40.1% | +1.1% | +39.0% | +37.4% |
| 1Y | +46.4% | +4.7% | +41.7% | +40.7% |
| 3Y | +167.4% | +95.5% | +71.9% | +77.8% |
| 5Y | +215.0% | +111.7% | +103.4% | +98.8% |
| All | +261.5% | +261.7% | -0.2% | +61.8% |
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