+186.8%
LQD vs WTW
+535.7%
-348.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.1% | -5.7% | +4.6% | -0.9% |
| 30D | -1.3% | -7.3% | +6.0% | -1.1% |
| 3M | -3.2% | +21.5% | -24.7% | -3.8% |
| 6M | -2.1% | +9.6% | -11.8% | -2.5% |
| YTD | -2.4% | -3.3% | +0.9% | -2.4% |
| 1Y | -2.7% | -6.1% | +3.5% | -2.6% |
| 3Y | +14.2% | +61.8% | -47.6% | +12.2% |
| 5Y | -5.8% | +42.7% | -48.5% | -7.2% |
| 10Y | +22.2% | +197.2% | -175.1% | +18.7% |
| All | +186.8% | +535.7% | -348.9% | +174.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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