-6.0%
LQD vs WSM
+175.3%
-181.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.1% |
| 7D | -1.1% | -0.5% | -0.6% | -1.1% |
| 30D | -1.3% | -7.7% | +6.4% | -0.9% |
| 3M | -3.2% | +3.8% | -7.0% | -3.4% |
| 6M | -2.1% | +22.7% | -24.8% | -3.3% |
| YTD | -2.4% | +28.0% | -30.4% | -3.8% |
| 1Y | -2.7% | +12.7% | -15.4% | -3.5% |
| 3Y | +14.2% | +231.3% | -217.1% | +4.9% |
| All | -6.0% | +175.3% | -181.3% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling