+128.3%
WFC vs HIG
+117.6%
+10.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.3% | +1.5% |
| 7D | +0.4% | -0.5% | +0.9% | +0.8% |
| 30D | +2.5% | -2.8% | +5.3% | +4.4% |
| 3M | +10.0% | +6.3% | +3.6% | +4.6% |
| 6M | +15.1% | -0.1% | +15.2% | +14.2% |
| YTD | -2.2% | +0.4% | -2.6% | -3.4% |
| 1Y | +13.5% | +6.2% | +7.2% | +7.0% |
| 3Y | +135.2% | +101.6% | +33.6% | +29.1% |
| 5Y | +128.3% | +119.8% | +8.5% | +14.1% |
| All | +128.3% | +117.6% | +10.7% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling