+189.9%
LQD vs WCN
+2,764.0%
-2,574.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | +0.2% | -0.4% | +0.7% | +0.3% |
| 30D | -0.6% | -2.1% | +1.5% | -0.5% |
| 3M | -1.2% | +6.4% | -7.6% | -1.4% |
| 6M | -1.9% | -3.7% | +1.7% | -1.9% |
| YTD | -1.3% | -6.4% | +5.1% | -1.1% |
| 1Y | -1.0% | -7.9% | +6.9% | -0.8% |
| 3Y | +15.2% | +20.8% | -5.6% | +14.4% |
| 5Y | -4.4% | +29.0% | -33.4% | -5.3% |
| 10Y | +22.6% | +236.4% | -213.8% | +20.0% |
| All | +189.9% | +2,764.0% | -2,574.1% | +187.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling