+328.7%
WM vs HIG
+270.3%
+58.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -0.5% | -0.5% | 0.0% | -0.3% |
| 30D | +13.3% | +4.5% | +8.8% | +12.0% |
| 3M | +4.4% | -5.5% | +9.8% | +6.1% |
| 6M | +10.8% | +3.1% | +7.7% | +9.8% |
| YTD | +9.1% | -0.8% | +9.9% | +9.1% |
| 1Y | +19.1% | +6.1% | +13.1% | +16.8% |
| 3Y | +45.7% | +94.1% | -48.5% | +19.9% |
| 5Y | +60.4% | +106.4% | -46.0% | +28.4% |
| 10Y | +328.7% | +265.1% | +63.6% | +209.5% |
| All | +328.7% | +270.3% | +58.4% | +209.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling