-5.8%
LQD vs WWD
+187.1%
-192.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.8% |
| 7D | -1.1% | -2.9% | +1.8% | -0.9% |
| 30D | -1.1% | -6.6% | +5.5% | -0.8% |
| 3M | -2.3% | -9.3% | +7.0% | -1.9% |
| 6M | -2.9% | -13.6% | +10.7% | -2.3% |
| YTD | -2.3% | +10.4% | -12.7% | -3.2% |
| 1Y | -2.2% | +39.9% | -42.1% | -4.6% |
| 3Y | +14.0% | +165.0% | -151.0% | +5.5% |
| 5Y | -5.8% | +183.8% | -189.6% | -14.4% |
| All | -5.8% | +187.1% | -192.9% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling