+189.9%
LQD vs WFC
+595.3%
-405.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | 0.0% |
| 7D | +0.2% | +1.1% | -0.8% | +0.2% |
| 30D | -0.6% | +0.8% | -1.4% | -0.6% |
| 3M | -1.2% | +9.3% | -10.5% | -1.3% |
| 6M | -1.9% | +10.6% | -12.6% | -2.1% |
| YTD | -1.3% | -4.1% | +2.8% | -1.3% |
| 1Y | -1.0% | +13.6% | -14.6% | -1.2% |
| 3Y | +15.2% | +130.7% | -115.5% | +14.2% |
| 5Y | -4.4% | +126.7% | -131.1% | -5.4% |
| 10Y | +22.6% | +132.1% | -109.5% | +20.8% |
| All | +189.9% | +595.3% | -405.3% | +192.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling