+341.8%
WFC vs HYG
+151.8%
+190.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | +0.5% |
| 7D | +0.3% | -0.7% | +1.0% | +1.6% |
| 30D | +2.3% | -0.6% | +2.9% | +3.3% |
| 3M | +9.8% | +0.4% | +9.3% | +9.0% |
| 6M | +15.6% | +1.2% | +14.3% | +13.2% |
| YTD | -2.4% | +1.5% | -3.9% | -4.8% |
| 1Y | +13.8% | +3.2% | +10.7% | +8.1% |
| 3Y | +134.6% | +25.9% | +108.7% | +60.6% |
| 5Y | +127.9% | +18.6% | +109.3% | +73.4% |
| 10Y | +141.8% | +55.8% | +86.0% | +24.2% |
| All | +341.8% | +151.8% | +190.0% | +8.0% |
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