+40.1%
LQD vs WDAY
+307.5%
-267.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | +0.1% |
| 7D | -0.4% | -4.4% | +4.0% | -0.3% |
| 30D | -0.8% | +14.7% | -15.5% | -1.3% |
| 3M | -1.9% | +32.4% | -34.3% | -3.0% |
| 6M | -2.7% | +36.9% | -39.5% | -3.9% |
| YTD | -1.3% | -8.8% | +7.6% | -1.2% |
| 1Y | 0.0% | -15.3% | +15.3% | +0.2% |
| 3Y | +14.9% | -21.2% | +36.1% | +15.0% |
| 5Y | -4.6% | -29.5% | +24.9% | -5.2% |
| 10Y | +22.0% | +120.0% | -98.0% | +20.0% |
| All | +40.1% | +307.5% | -267.4% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 WDAY 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