-2.7%
LQD vs WAB
+49.7%
-52.3%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -3.0% |
| YTD | -2.4% | +33.1% | -35.5% | -3.2% |
| 1Y | -2.7% | +48.1% | -50.7% | -3.3% |
| All | -2.7% | +49.7% | -52.3% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling