+189.9%
LQD vs WAB
+4,786.9%
-4,596.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +0.2% | +1.7% | -1.4% | +0.2% |
| 30D | -0.6% | -2.4% | +1.8% | -0.5% |
| 3M | -1.2% | +9.7% | -10.9% | -1.4% |
| 6M | -1.9% | +16.5% | -18.5% | -2.3% |
| YTD | -1.3% | +33.7% | -35.0% | -1.8% |
| 1Y | -1.0% | +49.7% | -50.7% | -1.8% |
| 3Y | +15.2% | +170.9% | -155.7% | +13.1% |
| 5Y | -4.4% | +228.0% | -232.5% | -6.5% |
| 10Y | +22.6% | +284.8% | -262.2% | +19.0% |
| All | +189.9% | +4,786.9% | -4,596.9% | +186.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling