-5.8%
LQD vs WU
-51.6%
+45.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | -1.1% | -5.0% | +3.9% | -0.8% |
| 30D | -1.1% | -2.3% | +1.1% | -1.0% |
| 3M | -2.3% | -3.2% | +0.9% | -2.4% |
| 6M | -2.9% | -25.0% | +22.1% | -1.5% |
| YTD | -2.3% | -21.7% | +19.3% | -1.3% |
| 1Y | -2.2% | -9.0% | +6.8% | -2.1% |
| 3Y | +14.0% | -28.9% | +42.9% | +15.3% |
| 5Y | -5.8% | -51.0% | +45.3% | -3.7% |
| All | -5.8% | -51.6% | +45.8% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 5y: compounded portfolio wealth divided by compounded WU 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…
5y analysis · Full analysis span regression · 6 months rolling