+22.2%
LQD vs WING
+407.7%
-385.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.0% | -6.0% | -0.3% |
| 7D | -1.1% | +7.2% | -8.3% | -1.4% |
| 30D | -1.3% | +4.8% | -6.1% | -1.5% |
| 3M | -3.2% | -23.7% | +20.5% | -2.3% |
| 6M | -2.1% | -43.6% | +41.4% | -0.2% |
| YTD | -2.4% | -50.6% | +48.2% | -0.1% |
| 1Y | -2.7% | -57.0% | +54.4% | +0.1% |
| 3Y | +14.2% | -28.3% | +42.5% | +12.7% |
| 5Y | -5.8% | -32.4% | +26.6% | -8.2% |
| All | +22.2% | +407.7% | -385.5% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 10y: compounded portfolio wealth divided by compounded WING 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…
10y analysis · Full analysis span regression · 6 months rolling