+118.3%
LQD vs WU
-21.6%
+139.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.1% |
| 7D | +0.2% | -0.8% | +1.1% | +0.3% |
| 30D | -0.6% | -1.1% | +0.5% | -0.6% |
| 3M | -1.2% | -1.8% | +0.6% | -1.2% |
| 6M | -1.9% | -23.9% | +22.0% | -1.4% |
| YTD | -1.3% | -20.4% | +19.1% | -0.9% |
| 1Y | -1.0% | -10.6% | +9.6% | -0.9% |
| 3Y | +15.2% | -27.7% | +43.0% | +15.7% |
| 5Y | -4.4% | -51.1% | +46.7% | -3.6% |
| 10Y | +22.6% | -40.7% | +63.3% | +23.2% |
| All | +118.3% | -21.6% | +139.9% | +119.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling