-5.8%
LQD vs WFC
+124.5%
-130.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -1.1% | +0.3% | -1.4% | -1.1% |
| 30D | -1.1% | +2.3% | -3.4% | -1.2% |
| 3M | -2.3% | +9.8% | -12.1% | -2.6% |
| 6M | -2.9% | +15.6% | -18.4% | -3.3% |
| YTD | -2.3% | -2.4% | +0.1% | -2.3% |
| 1Y | -2.2% | +13.8% | -16.0% | -2.6% |
| 3Y | +14.0% | +134.6% | -120.6% | +10.7% |
| 5Y | -5.8% | +127.9% | -133.7% | -9.3% |
| All | -5.8% | +124.5% | -130.3% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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