+107.6%
LQD vs SW
+730.4%
-622.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.2% |
| 7D | +0.4% | +4.7% | -4.2% | +0.4% |
| 30D | +2.5% | +5.0% | -2.5% | +2.4% |
| 3M | -1.5% | -7.3% | +5.8% | -1.4% |
| 6M | -2.1% | +15.0% | -17.1% | -2.4% |
| YTD | -2.0% | +18.5% | -20.6% | -2.4% |
| 1Y | -1.4% | +27.1% | -28.6% | -1.9% |
| 3Y | +16.6% | +49.3% | -32.7% | +15.7% |
| 5Y | -5.6% | -1.6% | -3.9% | -6.2% |
| 10Y | +22.9% | +185.4% | -162.4% | +20.6% |
| All | +107.6% | +730.4% | -622.8% | +104.6% |
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