+5,660.2%
WDC vs HIG
+995.0%
+4,665.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.4% | -5.4% | -5.1% |
| 7D | +12.1% | +2.6% | +9.5% | +11.3% |
| 30D | -18.8% | +4.2% | -23.0% | -19.9% |
| 3M | -39.3% | +0.2% | -39.5% | -39.7% |
| 6M | -40.1% | +4.6% | -44.7% | -41.7% |
| YTD | +71.8% | +1.1% | +70.7% | +68.2% |
| 1Y | +88.5% | +4.7% | +83.8% | +82.5% |
| 3Y | +770.0% | +95.5% | +674.5% | +604.1% |
| 5Y | +549.0% | +111.7% | +437.4% | +416.1% |
| 10Y | +650.3% | +263.4% | +386.9% | +413.7% |
| All | +5,660.2% | +995.0% | +4,665.2% | +2,047.0% |
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 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