+22.2%
LQD vs WPM
+558.4%
-536.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.2% |
| 7D | -1.1% | -0.6% | -0.5% | -1.1% |
| 30D | -1.3% | +14.4% | -15.7% | -2.2% |
| 3M | -3.2% | +37.0% | -40.2% | -5.3% |
| 6M | -2.1% | +4.1% | -6.3% | -2.8% |
| YTD | -2.4% | +31.7% | -34.1% | -4.7% |
| 1Y | -2.7% | +44.2% | -46.8% | -5.8% |
| 3Y | +14.2% | +265.5% | -251.3% | +2.6% |
| 5Y | -5.8% | +262.5% | -268.3% | -16.0% |
| All | +22.2% | +558.4% | -536.2% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling