+22.2%
LQD vs WCC
+541.6%
-519.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.8% | -0.2% |
| 7D | -1.1% | +1.5% | -2.6% | -1.2% |
| 30D | -1.3% | -2.1% | +0.8% | -1.2% |
| 3M | -3.2% | +3.8% | -7.0% | -3.5% |
| 6M | -2.1% | +35.0% | -37.1% | -3.5% |
| YTD | -2.4% | +46.4% | -48.7% | -4.1% |
| 1Y | -2.7% | +63.0% | -65.7% | -4.9% |
| 3Y | +14.2% | +133.9% | -119.7% | +9.0% |
| 5Y | -5.8% | +226.5% | -232.3% | -12.0% |
| All | +22.2% | +541.6% | -519.5% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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