+22.2%
LQD vs WAB
+296.8%
-274.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -1.3% | -4.1% | +2.8% | -1.1% |
| 3M | -3.2% | +8.2% | -11.4% | -3.6% |
| 6M | -2.1% | +15.4% | -17.5% | -2.9% |
| YTD | -2.4% | +33.1% | -35.5% | -3.7% |
| 1Y | -2.7% | +48.1% | -50.7% | -4.6% |
| 3Y | +14.2% | +167.7% | -153.5% | +8.8% |
| 5Y | -5.8% | +225.7% | -231.5% | -11.3% |
| All | +22.2% | +296.8% | -274.7% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling