+15.3%
LQD vs WAT
+53.4%
-38.1%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.2% |
| 7D | 0.0% | -1.8% | +1.8% | +0.1% |
| 30D | -0.2% | -1.7% | +1.5% | -0.1% |
| 3M | -1.7% | +9.1% | -10.8% | -2.2% |
| 6M | -2.7% | +32.4% | -35.1% | -4.3% |
| YTD | -1.4% | +6.6% | -8.0% | -2.1% |
| 1Y | -1.0% | +34.7% | -35.7% | -2.9% |
| All | +15.3% | +53.4% | -38.1% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling