+25.7%
LQD vs WM
+337.2%
-311.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.9% | -0.5% | +1.4% | +1.0% |
| 30D | +2.2% | +13.3% | -11.1% | +1.4% |
| 3M | -0.9% | +4.4% | -5.3% | -1.2% |
| 6M | -2.2% | +10.8% | -13.0% | -2.9% |
| YTD | -1.6% | +9.1% | -10.7% | -2.3% |
| 1Y | -1.3% | +19.1% | -20.4% | -2.6% |
| 3Y | +17.4% | +45.7% | -28.2% | +13.8% |
| 5Y | -5.2% | +60.4% | -65.6% | -8.9% |
| 10Y | +25.7% | +328.7% | -303.0% | +16.0% |
| All | +25.7% | +337.2% | -311.5% | +16.0% |
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