-2.8%
LQD vs WMB
+18.2%
-21.0%
-6.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.6% | -0.9% |
| 7D | -1.5% | +8.1% | -9.6% | -1.4% |
| 30D | +0.9% | -6.9% | +7.8% | +0.8% |
| 3M | -1.7% | -5.1% | +3.4% | -1.8% |
| 6M | -2.8% | -5.7% | +2.9% | -2.9% |
| YTD | -2.8% | +18.1% | -20.8% | -3.1% |
| 1Y | -2.8% | +18.4% | -21.2% | -3.1% |
| All | -2.8% | +18.2% | -21.0% | -3.1% |
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