+184.9%
LQD vs WMB
+10,597.0%
-10,412.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -1.6% | +7.8% | -9.5% | -1.8% |
| 30D | +0.5% | -5.1% | +5.6% | +0.6% |
| 3M | -2.3% | -4.7% | +2.4% | -2.2% |
| 6M | -3.1% | -7.4% | +4.3% | -3.0% |
| YTD | -3.0% | +17.5% | -20.4% | -3.4% |
| 1Y | -2.6% | +19.5% | -22.0% | -3.0% |
| 3Y | +15.2% | +121.3% | -106.1% | +13.1% |
| 5Y | -5.2% | +200.5% | -205.7% | -7.6% |
| 10Y | +24.6% | +281.9% | -257.3% | +19.9% |
| All | +184.9% | +10,597.0% | -10,412.0% | +158.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling