+1,228.2%
WDC vs HIG
+315.0%
+913.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.5% |
| 7D | +4.4% | -2.3% | +6.7% | +5.6% |
| 30D | +5.3% | -1.2% | +6.5% | +5.7% |
| 3M | -5.9% | +6.3% | -12.2% | -10.2% |
| 6M | +73.2% | +0.6% | +72.7% | +68.6% |
| YTD | +167.8% | +0.6% | +167.2% | +159.2% |
| 1Y | +386.0% | +6.1% | +379.9% | +352.2% |
| 3Y | +1,309.7% | +102.0% | +1,207.7% | +771.0% |
| 5Y | +957.1% | +119.2% | +837.9% | +520.7% |
| All | +1,228.2% | +315.0% | +913.2% | +452.6% |
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 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