-5.8%
LQD vs WEC
+30.3%
-36.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -1.1% | -1.3% | +0.2% | -0.9% |
| 30D | -1.1% | -0.4% | -0.7% | -1.1% |
| 3M | -2.3% | -6.8% | +4.4% | -1.5% |
| 6M | -2.9% | -6.4% | +3.5% | -2.1% |
| YTD | -2.3% | +2.5% | -4.8% | -2.9% |
| 1Y | -2.2% | -0.4% | -1.8% | -2.4% |
| 3Y | +14.0% | +38.5% | -24.5% | +7.6% |
| 5Y | -5.8% | +31.7% | -37.5% | -10.2% |
| All | -5.8% | +30.3% | -36.1% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 5y: compounded portfolio wealth divided by compounded WEC 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…
5y analysis · Full analysis span regression · 6 months rolling