+22.6%
LQD vs WM
+305.2%
-282.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +0.2% | -0.9% | +1.2% | +0.3% |
| 30D | -0.6% | -4.3% | +3.8% | -0.3% |
| 3M | -1.2% | +0.8% | -2.0% | -1.3% |
| 6M | -1.9% | -10.8% | +8.8% | -1.3% |
| YTD | -1.3% | -0.1% | -1.2% | -1.4% |
| 1Y | -1.0% | +1.0% | -2.0% | -1.2% |
| 3Y | +15.2% | +45.1% | -29.8% | +11.7% |
| 5Y | -4.4% | +52.1% | -56.5% | -7.8% |
| 10Y | +22.6% | +302.9% | -280.3% | +14.4% |
| All | +22.6% | +305.2% | -282.6% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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