+189.5%
LQD vs WSM
+2,660.5%
-2,471.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.2% |
| 7D | 0.0% | +2.6% | -2.7% | -0.1% |
| 30D | -0.2% | -9.3% | +9.1% | 0.0% |
| 3M | -1.7% | +7.1% | -8.8% | -1.8% |
| 6M | -2.7% | +21.7% | -24.4% | -3.1% |
| YTD | -1.4% | +28.7% | -30.2% | -1.9% |
| 1Y | -1.0% | +13.9% | -14.9% | -1.3% |
| 3Y | +15.1% | +232.2% | -217.1% | +12.5% |
| 5Y | -5.2% | +176.4% | -181.6% | -7.4% |
| 10Y | +23.3% | +1,072.4% | -1,049.1% | +19.1% |
| All | +189.5% | +2,660.5% | -2,471.0% | +181.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling