0.0%
LQD vs WSM
+19.9%
-19.9%
-3.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.1% |
| 7D | -0.4% | -3.3% | +2.9% | -0.2% |
| 30D | -0.8% | -8.4% | +7.6% | -0.3% |
| 3M | -1.9% | +9.7% | -11.6% | -2.4% |
| 6M | -2.7% | +16.7% | -19.3% | -3.7% |
| YTD | -1.3% | +28.7% | -29.9% | -2.5% |
| 1Y | 0.0% | +13.7% | -13.7% | -1.3% |
| All | 0.0% | +19.9% | -19.9% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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