+15.3%
LQD vs W
+38.0%
-22.7%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | 0.0% | +5.9% | -5.9% | -0.2% |
| 30D | -0.2% | -3.0% | +2.8% | -0.1% |
| 3M | -1.7% | +40.3% | -42.0% | -3.1% |
| 6M | -2.7% | +32.2% | -34.9% | -4.1% |
| YTD | -1.4% | -0.3% | -1.1% | -2.1% |
| 1Y | -1.0% | +16.2% | -17.2% | -2.4% |
| All | +15.3% | +38.0% | -22.7% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling