+25.5%
LQD vs WST
+449.7%
-424.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -1.5% | +4.9% | -6.4% | -1.7% |
| 30D | +0.9% | +10.7% | -9.8% | +0.5% |
| 3M | -1.7% | +16.8% | -18.5% | -2.3% |
| 6M | -2.8% | +32.0% | -34.7% | -3.8% |
| YTD | -2.8% | +49.9% | -52.7% | -4.3% |
| 1Y | -2.8% | +50.6% | -53.4% | -4.4% |
| 3Y | +15.5% | +21.4% | -6.0% | +13.3% |
| 5Y | -4.9% | -0.6% | -4.4% | -7.1% |
| All | +25.5% | +449.7% | -424.2% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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