+188.6%
LQD vs WM
+1,661.4%
-1,472.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | -0.1% |
| 7D | +0.2% | +1.2% | -1.0% | +0.2% |
| 30D | +2.4% | +13.1% | -10.7% | +2.0% |
| 3M | -0.9% | +3.6% | -4.5% | -1.0% |
| 6M | -2.3% | +8.1% | -10.4% | -2.6% |
| YTD | -1.7% | +8.9% | -10.6% | -2.1% |
| 1Y | -1.6% | +20.3% | -22.0% | -2.3% |
| 3Y | +17.6% | +46.2% | -28.6% | +15.9% |
| 5Y | -5.3% | +59.9% | -65.2% | -6.9% |
| 10Y | +23.3% | +345.6% | -322.3% | +18.5% |
| All | +188.6% | +1,661.4% | -1,472.8% | +175.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling