-2.6%
LQD vs WMB
+17.3%
-19.9%
-6.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -1.6% | +7.8% | -9.5% | -1.5% |
| 30D | +0.5% | -5.1% | +5.6% | +0.4% |
| 3M | -2.3% | -4.7% | +2.4% | -2.4% |
| 6M | -3.1% | -7.4% | +4.3% | -3.2% |
| YTD | -3.0% | +17.5% | -20.4% | -3.2% |
| 1Y | -2.6% | +19.5% | -22.0% | -2.7% |
| All | -2.6% | +17.3% | -19.9% | -2.7% |
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