+186.8%
LQD vs WEC
+1,746.1%
-1,559.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.1% | -0.6% | -0.5% | -1.1% |
| 30D | -1.3% | -2.6% | +1.3% | -1.1% |
| 3M | -3.2% | -6.0% | +2.8% | -2.8% |
| 6M | -2.1% | -5.4% | +3.3% | -1.8% |
| YTD | -2.4% | +2.5% | -4.8% | -2.6% |
| 1Y | -2.7% | -0.7% | -2.0% | -2.7% |
| 3Y | +14.2% | +38.7% | -24.5% | +11.0% |
| 5Y | -5.8% | +31.7% | -37.5% | -8.3% |
| 10Y | +22.2% | +146.5% | -124.3% | +14.4% |
| All | +186.8% | +1,746.1% | -1,559.4% | +150.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling