-1.4%
LQD vs WMB
+17.1%
-18.6%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.5% | 0.0% |
| 7D | +0.4% | -14.2% | +14.6% | +0.1% |
| 30D | +2.5% | -11.2% | +13.7% | +2.2% |
| 3M | -1.5% | -9.9% | +8.3% | -1.7% |
| 6M | -2.1% | -14.4% | +12.2% | -2.4% |
| YTD | -2.0% | +9.2% | -11.3% | -2.4% |
| 1Y | -1.4% | +15.1% | -16.5% | -1.7% |
| All | -1.4% | +17.1% | -18.6% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 1y: compounded portfolio wealth divided by compounded WMB 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…
1y analysis · Full analysis span regression · 6 months rolling