-2.7%
LQD vs W
+10.7%
-13.4%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.1% |
| 7D | -1.1% | -0.9% | -0.2% | -1.1% |
| 30D | -1.3% | -4.2% | +3.0% | -1.2% |
| 3M | -3.2% | +26.9% | -30.1% | -4.0% |
| 6M | -2.1% | +31.2% | -33.4% | -3.2% |
| YTD | -2.4% | -1.8% | -0.5% | -3.3% |
| 1Y | -2.7% | +9.3% | -12.0% | -3.7% |
| All | -2.7% | +10.7% | -13.4% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling