+107.2%
LQD vs SW
+743.1%
-635.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | +0.7% |
| 7D | +0.4% | +12.1% | -11.6% | +0.2% |
| 30D | +2.6% | +6.6% | -3.9% | +2.5% |
| 3M | -1.7% | -6.0% | +4.3% | -1.6% |
| 6M | -1.9% | +21.5% | -23.4% | -2.2% |
| YTD | -2.2% | +20.3% | -22.5% | -2.5% |
| 1Y | -1.9% | +28.1% | -30.0% | -2.3% |
| 3Y | +16.4% | +51.6% | -35.2% | +15.5% |
| 5Y | -5.0% | -0.1% | -4.9% | -5.6% |
| 10Y | +22.8% | +189.7% | -167.0% | +20.4% |
| All | +107.2% | +743.1% | -635.8% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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