+188.1%
LQD vs WST
+8,266.4%
-8,078.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.5% | +1.1% | -1.6% | -0.5% |
| 30D | +1.7% | +12.4% | -10.6% | +1.5% |
| 3M | -0.7% | +17.6% | -18.3% | -1.1% |
| 6M | -2.2% | +28.3% | -30.5% | -2.8% |
| YTD | -1.9% | +50.5% | -52.4% | -2.8% |
| 1Y | -2.0% | +49.4% | -51.4% | -3.0% |
| 3Y | +16.5% | +21.9% | -5.4% | +15.2% |
| 5Y | -4.2% | +0.4% | -4.6% | -5.4% |
| 10Y | +26.0% | +451.5% | -425.5% | +22.8% |
| All | +188.1% | +8,266.4% | -8,078.3% | +180.2% |
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