+22.2%
LQD vs GWW
+570.2%
-548.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -1.1% | -3.4% | +2.3% | -1.0% |
| 30D | -1.3% | -1.9% | +0.6% | -1.2% |
| 3M | -3.2% | -2.4% | -0.8% | -3.1% |
| 6M | -2.1% | +15.7% | -17.9% | -2.7% |
| YTD | -2.4% | +27.6% | -29.9% | -3.4% |
| 1Y | -2.7% | +27.2% | -29.9% | -3.7% |
| 3Y | +14.2% | +89.7% | -75.5% | +11.1% |
| 5Y | -5.8% | +223.9% | -229.7% | -10.1% |
| All | +22.2% | +570.2% | -548.0% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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