+296.4%
WBD vs HIG
+181.6%
+114.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.1% |
| 7D | -0.7% | -1.1% | +0.4% | -0.5% |
| 30D | +5.0% | -4.9% | +9.9% | +6.0% |
| 3M | +6.2% | +6.8% | -0.6% | +4.7% |
| 6M | +0.6% | -1.7% | +2.3% | +0.7% |
| YTD | -2.4% | -0.2% | -2.2% | -2.7% |
| 1Y | +127.7% | +5.7% | +122.0% | +124.3% |
| 3Y | +148.4% | +100.3% | +48.1% | +114.7% |
| 5Y | +4.2% | +118.5% | -114.3% | -11.0% |
| 10Y | +10.8% | +309.7% | -298.9% | -16.7% |
| All | +296.4% | +181.6% | +114.8% | +198.7% |
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