+143.5%
WBD vs HIG
+101.8%
+41.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +1.0% |
| 7D | -0.6% | -2.3% | +1.7% | +0.3% |
| 30D | +4.2% | -1.2% | +5.4% | +4.6% |
| 3M | +7.5% | +6.3% | +1.2% | +4.4% |
| 6M | +1.6% | +0.6% | +1.0% | +0.8% |
| YTD | -2.2% | +0.6% | -2.8% | -3.1% |
| 1Y | +124.9% | +6.1% | +118.8% | +116.2% |
| All | +143.5% | +101.8% | +41.7% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling