+9,199.3%
WDC vs HIG
+980.5%
+8,218.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +2.7% |
| 7D | +6.0% | -1.1% | +7.1% | +6.2% |
| 30D | +9.9% | -4.9% | +14.8% | +11.3% |
| 3M | -9.4% | +6.8% | -16.2% | -11.6% |
| 6M | +94.7% | -1.7% | +96.4% | +93.3% |
| YTD | +177.4% | -0.2% | +177.6% | +173.6% |
| 1Y | +412.6% | +5.7% | +406.9% | +395.8% |
| 3Y | +1,359.8% | +100.3% | +1,259.5% | +1,078.3% |
| 5Y | +992.6% | +118.5% | +874.1% | +765.3% |
| 10Y | +1,245.5% | +309.7% | +935.8% | +799.5% |
| All | +9,199.3% | +980.5% | +8,218.8% | +3,393.0% |
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