+319.6%
WM vs HIG
+269.9%
+49.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.3% |
| 7D | +1.2% | +2.1% | -1.0% | +0.5% |
| 30D | +13.7% | +6.7% | +6.9% | +11.6% |
| 3M | +5.2% | -1.9% | +7.2% | +5.8% |
| 6M | +11.2% | +5.3% | +5.9% | +9.5% |
| YTD | +9.4% | +1.3% | +8.1% | +8.7% |
| 1Y | +20.4% | +7.2% | +13.2% | +17.7% |
| 3Y | +44.7% | +96.6% | -51.9% | +18.7% |
| 5Y | +58.5% | +110.0% | -51.5% | +26.2% |
| All | +319.6% | +269.9% | +49.7% | +202.9% |
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