+7,013.1%
WAB vs HIG
+989.6%
+6,023.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -0.2% | -2.3% | +2.1% | +0.3% |
| 30D | -5.9% | -1.2% | -4.7% | -5.6% |
| 3M | +9.4% | +6.3% | +3.1% | +7.6% |
| 6M | +13.8% | +0.6% | +13.3% | +13.3% |
| YTD | +31.8% | +0.6% | +31.1% | +31.1% |
| 1Y | +48.5% | +6.1% | +42.4% | +45.9% |
| 3Y | +167.0% | +102.0% | +65.0% | +124.9% |
| 5Y | +222.3% | +119.2% | +103.1% | +167.0% |
| 10Y | +289.6% | +312.5% | -22.8% | +178.9% |
| All | +7,013.1% | +989.6% | +6,023.5% | +3,115.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling