+189.9%
LQD vs WAT
+1,740.7%
-1,550.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -0.4% | -1.3% | +0.9% | -0.4% |
| 30D | -0.8% | +2.3% | -3.1% | -0.8% |
| 3M | -1.9% | +8.7% | -10.7% | -2.2% |
| 6M | -2.7% | +28.3% | -31.0% | -3.5% |
| YTD | -1.3% | +7.8% | -9.0% | -1.6% |
| 1Y | 0.0% | +36.6% | -36.6% | -1.1% |
| 3Y | +14.9% | +45.7% | -30.8% | +13.1% |
| 5Y | -4.6% | -3.3% | -1.2% | -5.5% |
| 10Y | +22.0% | +162.1% | -140.1% | +18.6% |
| All | +189.9% | +1,740.7% | -1,550.8% | +182.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling