+14.2%
LQD vs WCC
+121.8%
-107.6%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.8% |
| 7D | -1.1% | +1.7% | -2.7% | -1.1% |
| 30D | -1.1% | -6.1% | +4.9% | -0.9% |
| 3M | -2.3% | +3.1% | -5.4% | -2.6% |
| 6M | -2.9% | +28.2% | -31.1% | -4.1% |
| YTD | -2.3% | +41.1% | -43.4% | -3.9% |
| 1Y | -2.2% | +61.3% | -63.5% | -4.4% |
| All | +14.2% | +121.8% | -107.6% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling