+122.9%
WFC vs HYG
+18.4%
+104.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +1.0% |
| 7D | +0.4% | -0.7% | +1.1% | +1.5% |
| 30D | +1.5% | -0.7% | +2.3% | +2.7% |
| 3M | +10.2% | -0.2% | +10.4% | +10.5% |
| 6M | +18.8% | +1.4% | +17.4% | +16.1% |
| YTD | -1.5% | +1.5% | -3.0% | -3.7% |
| 1Y | +13.5% | +2.9% | +10.7% | +8.6% |
| 3Y | +135.0% | +25.6% | +109.3% | +69.3% |
| All | +122.9% | +18.4% | +104.5% | +84.4% |
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