+189.9%
LQD vs WST
+6,785.0%
-6,595.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -0.4% | +0.7% | -1.1% | -0.4% |
| 30D | -0.8% | -3.1% | +2.4% | -0.7% |
| 3M | -1.9% | +7.2% | -9.1% | -2.1% |
| 6M | -2.7% | +36.8% | -39.5% | -3.4% |
| YTD | -1.3% | +23.8% | -25.1% | -1.8% |
| 1Y | 0.0% | +37.8% | -37.8% | -0.8% |
| 3Y | +14.9% | -15.9% | +30.8% | +14.6% |
| 5Y | -4.6% | -25.8% | +21.3% | -5.3% |
| 10Y | +22.0% | +319.6% | -297.6% | +19.4% |
| All | +189.9% | +6,785.0% | -6,595.0% | +183.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling