+22.2%
LQD vs WAT
+166.5%
-144.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | -1.1% | -2.9% | +1.8% | -0.9% |
| 30D | -1.1% | -3.2% | +2.1% | -0.9% |
| 3M | -2.3% | +10.6% | -12.9% | -2.9% |
| 6M | -2.9% | +34.0% | -36.9% | -4.7% |
| YTD | -2.3% | +5.7% | -8.1% | -2.9% |
| 1Y | -2.2% | +37.1% | -39.2% | -4.3% |
| 3Y | +14.0% | +52.4% | -38.4% | +9.9% |
| 5Y | -5.8% | -4.4% | -1.4% | -7.6% |
| All | +22.2% | +166.5% | -144.3% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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