+2,218.9%
WFC vs HIG
+995.0%
+1,223.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +2.5% | +2.6% | -0.1% | +1.5% |
| 30D | +7.0% | +4.2% | +2.8% | +5.2% |
| 3M | -1.8% | +0.2% | -2.0% | -2.0% |
| 6M | +18.4% | +4.6% | +13.8% | +15.8% |
| YTD | -5.6% | +1.1% | -6.7% | -6.4% |
| 1Y | +3.9% | +4.7% | -0.8% | +1.5% |
| 3Y | +126.3% | +95.5% | +30.9% | +72.6% |
| 5Y | +91.1% | +111.7% | -20.5% | +42.3% |
| 10Y | +118.5% | +263.4% | -144.9% | +30.5% |
| All | +2,218.9% | +995.0% | +1,223.9% | +446.5% |
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