+35.3%
LQD vs W
+176.2%
-140.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.1% |
| 7D | -0.4% | -4.2% | +3.8% | -0.3% |
| 30D | -0.8% | -7.6% | +6.8% | -0.5% |
| 3M | -1.9% | +37.2% | -39.1% | -3.1% |
| 6M | -2.7% | +26.3% | -29.0% | -3.8% |
| YTD | -1.3% | -1.0% | -0.3% | -1.8% |
| 1Y | 0.0% | +20.1% | -20.1% | -1.3% |
| 3Y | +14.9% | +37.8% | -22.9% | +11.2% |
| 5Y | -4.6% | -63.7% | +59.1% | -6.9% |
| 10Y | +22.0% | +156.3% | -134.3% | +10.9% |
| All | +35.3% | +176.2% | -140.9% | +23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling