+15.3%
LQD vs WAB
+164.8%
-149.5%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | 0.0% | +0.2% | -0.3% | -0.1% |
| 30D | -0.2% | -4.6% | +4.4% | +0.1% |
| 3M | -1.7% | +5.6% | -7.3% | -2.1% |
| 6M | -2.7% | +13.8% | -16.5% | -3.6% |
| YTD | -1.4% | +31.9% | -33.3% | -3.2% |
| 1Y | -1.0% | +48.3% | -49.3% | -3.5% |
| All | +15.3% | +164.8% | -149.5% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling