-2.7%
LQD vs WAT
+38.4%
-41.0%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | -1.1% | -0.3% | -0.8% | -1.1% |
| 30D | -1.3% | -1.9% | +0.6% | -1.2% |
| 3M | -3.2% | +13.5% | -16.7% | -3.8% |
| 6M | -2.1% | +37.2% | -39.4% | -3.7% |
| YTD | -2.4% | +7.5% | -9.9% | -3.3% |
| 1Y | -2.7% | +35.0% | -37.7% | -4.3% |
| All | -2.7% | +38.4% | -41.0% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling