+1,895.2%
WM vs HIG
+1,002.1%
+893.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -1.1% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | -2.4% | -3.2% | +0.8% | -1.9% |
| 3M | +0.4% | +9.1% | -8.7% | -0.9% |
| 6M | -9.5% | -1.8% | -7.7% | -9.3% |
| YTD | +0.5% | +1.8% | -1.3% | +0.1% |
| 1Y | -1.1% | +4.6% | -5.7% | -1.9% |
| 3Y | +46.0% | +101.6% | -55.6% | +31.1% |
| 5Y | +51.8% | +124.5% | -72.7% | +33.5% |
| 10Y | +307.5% | +317.8% | -10.3% | +220.2% |
| All | +1,895.2% | +1,002.1% | +893.1% | +835.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling