+22.2%
LQD vs WCN
+235.9%
-213.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -1.1% | -3.1% | +2.0% | -0.8% |
| 30D | -1.3% | -3.4% | +2.1% | -1.0% |
| 3M | -3.2% | +3.0% | -6.2% | -3.5% |
| 6M | -2.1% | -3.8% | +1.6% | -1.9% |
| YTD | -2.4% | -8.3% | +6.0% | -1.8% |
| 1Y | -2.7% | -9.7% | +7.1% | -2.0% |
| 3Y | +14.2% | +17.2% | -3.0% | +12.1% |
| 5Y | -5.8% | +25.3% | -31.1% | -8.3% |
| All | +22.2% | +235.9% | -213.7% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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