+189.9%
LQD vs WCC
+5,575.4%
-5,385.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | 0.0% |
| 7D | +0.2% | +8.5% | -8.2% | +0.1% |
| 30D | -0.6% | -1.0% | +0.4% | -0.6% |
| 3M | -1.2% | +2.1% | -3.3% | -1.3% |
| 6M | -1.9% | +36.8% | -38.8% | -2.5% |
| YTD | -1.3% | +47.7% | -49.0% | -2.0% |
| 1Y | -1.0% | +66.5% | -67.5% | -1.9% |
| 3Y | +15.2% | +134.2% | -118.9% | +13.3% |
| 5Y | -4.4% | +231.6% | -236.1% | -6.6% |
| 10Y | +22.6% | +508.1% | -485.5% | +17.5% |
| All | +189.9% | +5,575.4% | -5,385.4% | +188.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling