-6.0%
LQD vs FWONK
+97.7%
-103.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -1.3% | -7.7% | +6.5% | -0.9% |
| 3M | -3.2% | +5.7% | -8.9% | -3.5% |
| 6M | -2.1% | +13.5% | -15.6% | -2.9% |
| YTD | -2.4% | -3.0% | +0.6% | -2.3% |
| 1Y | -2.7% | -6.4% | +3.7% | -2.5% |
| 3Y | +14.2% | +43.8% | -29.6% | +10.9% |
| All | -6.0% | +97.7% | -103.7% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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