+122.7%
LQD vs WPM
+5,972.6%
-5,849.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.2% | +7.0% | -6.8% | +0.1% |
| 30D | -0.6% | +15.7% | -16.3% | -1.0% |
| 3M | -1.2% | +35.2% | -36.4% | -2.1% |
| 6M | -1.9% | +6.1% | -8.0% | -2.3% |
| YTD | -1.3% | +32.6% | -33.8% | -2.3% |
| 1Y | -1.0% | +46.9% | -47.9% | -2.4% |
| 3Y | +15.2% | +276.3% | -261.1% | +10.4% |
| 5Y | -4.4% | +260.0% | -264.4% | -8.6% |
| 10Y | +22.6% | +508.5% | -485.9% | +15.2% |
| All | +122.7% | +5,972.6% | -5,849.8% | +100.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling