+145.0%
WFC vs HYG
+56.1%
+88.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +1.0% |
| 7D | +0.4% | -0.7% | +1.1% | +1.8% |
| 30D | +1.5% | -0.7% | +2.3% | +3.0% |
| 3M | +10.2% | -0.2% | +10.4% | +10.6% |
| 6M | +18.8% | +1.4% | +17.4% | +15.5% |
| YTD | -1.5% | +1.5% | -3.0% | -4.2% |
| 1Y | +13.5% | +2.9% | +10.7% | +7.5% |
| 3Y | +135.0% | +25.6% | +109.3% | +52.2% |
| 5Y | +130.1% | +18.6% | +111.5% | +70.6% |
| All | +145.0% | +56.1% | +88.9% | +32.9% |
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