+62.1%
WM vs HIG
+107.2%
-45.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +1.2% | -0.1% | +1.3% | +1.2% |
| 30D | +15.2% | +4.4% | +10.9% | +13.7% |
| 3M | +8.3% | 0.0% | +8.3% | +8.3% |
| 6M | +13.1% | +3.8% | +9.4% | +11.7% |
| YTD | +12.5% | +0.7% | +11.8% | +11.9% |
| 1Y | +21.8% | +5.0% | +16.7% | +19.4% |
| 3Y | +48.8% | +95.3% | -46.6% | +20.2% |
| 5Y | +62.1% | +110.8% | -48.7% | +26.9% |
| All | +62.1% | +107.2% | -45.1% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling