+189.9%
LQD vs WMB
+11,297.6%
-11,107.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | 0.0% |
| 7D | -0.4% | +0.6% | -1.0% | -0.4% |
| 30D | -0.8% | +3.3% | -4.0% | -0.8% |
| 3M | -1.9% | +3.1% | -5.1% | -2.0% |
| 6M | -2.7% | -0.7% | -2.0% | -2.7% |
| YTD | -1.3% | +25.2% | -26.4% | -1.8% |
| 1Y | 0.0% | +32.9% | -32.9% | -0.7% |
| 3Y | +14.9% | +140.6% | -125.7% | +12.6% |
| 5Y | -4.6% | +273.5% | -278.0% | -7.3% |
| 10Y | +22.0% | +334.2% | -312.2% | +17.2% |
| All | +189.9% | +11,297.6% | -11,107.7% | +162.5% |
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