+642.9%
WDC vs HIG
+261.7%
+381.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.4% | -5.4% | -5.2% |
| 7D | +12.1% | +2.6% | +9.5% | +10.6% |
| 30D | -18.8% | +4.2% | -23.0% | -20.9% |
| 3M | -39.3% | +0.2% | -39.5% | -40.0% |
| 6M | -40.1% | +4.6% | -44.7% | -43.2% |
| YTD | +71.8% | +1.1% | +70.7% | +64.6% |
| 1Y | +88.5% | +4.7% | +83.8% | +76.4% |
| 3Y | +770.0% | +95.5% | +674.5% | +444.7% |
| 5Y | +549.0% | +111.7% | +437.4% | +286.0% |
| All | +642.9% | +261.7% | +381.1% | +239.8% |
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