+1,188.5%
WDC vs HYG
+56.1%
+1,132.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -2.9% |
| 7D | -4.3% | -0.7% | -3.6% | -2.5% |
| 30D | -1.5% | -0.7% | -0.8% | +0.4% |
| 3M | -15.5% | -0.2% | -15.3% | -14.9% |
| 6M | +66.5% | +1.4% | +65.0% | +62.3% |
| YTD | +159.9% | +1.5% | +158.4% | +154.2% |
| 1Y | +366.0% | +2.9% | +363.1% | +341.2% |
| 3Y | +1,285.8% | +25.6% | +1,260.2% | +720.6% |
| 5Y | +925.6% | +18.6% | +907.0% | +627.8% |
| All | +1,188.5% | +56.1% | +1,132.5% | +483.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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