+15.3%
LQD vs WWD
+167.9%
-152.6%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | 0.0% | +0.6% | -0.7% | -0.1% |
| 30D | -0.2% | -5.1% | +4.9% | 0.0% |
| 3M | -1.7% | -11.2% | +9.6% | -1.3% |
| 6M | -2.7% | -12.0% | +9.4% | -2.3% |
| YTD | -1.4% | +12.0% | -13.4% | -2.0% |
| 1Y | -1.0% | +42.8% | -43.8% | -2.6% |
| All | +15.3% | +167.9% | -152.6% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 3y: compounded portfolio wealth divided by compounded WWD 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…
3y analysis · Full analysis span regression · 6 months rolling