+916.1%
WDC vs HYG
+18.4%
+897.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -2.9% |
| 7D | -4.3% | -0.7% | -3.6% | -2.4% |
| 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% | +62.2% |
| YTD | +159.9% | +1.5% | +158.4% | +154.1% |
| 1Y | +366.0% | +2.9% | +363.1% | +341.4% |
| 3Y | +1,285.8% | +25.6% | +1,260.2% | +759.5% |
| All | +916.1% | +18.4% | +897.7% | +691.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling