+4,671.1%
WDC vs HYG
+153.0%
+4,518.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.4% |
| 7D | +7.5% | -0.2% | +7.6% | +7.8% |
| 30D | +10.1% | -0.1% | +10.1% | +10.2% |
| 3M | -6.8% | +0.7% | -7.5% | -7.7% |
| 6M | +84.1% | +1.5% | +82.6% | +80.8% |
| YTD | +180.3% | +1.9% | +178.3% | +174.0% |
| 1Y | +411.1% | +3.7% | +407.4% | +386.5% |
| 3Y | +1,375.0% | +26.5% | +1,348.5% | +929.4% |
| 5Y | +991.6% | +19.0% | +972.6% | +764.2% |
| 10Y | +1,309.1% | +56.5% | +1,252.6% | +706.7% |
| All | +4,671.1% | +153.0% | +4,518.2% | +1,401.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling