+186.9%
LQD vs WY
+123.5%
+63.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.8% |
| 7D | -1.1% | -3.7% | +2.6% | -0.9% |
| 30D | -1.1% | -11.3% | +10.2% | -0.7% |
| 3M | -2.3% | -8.1% | +5.8% | -2.1% |
| 6M | -2.9% | -7.4% | +4.5% | -2.7% |
| YTD | -2.3% | -4.7% | +2.4% | -2.2% |
| 1Y | -2.2% | -9.2% | +7.0% | -1.9% |
| 3Y | +14.0% | -24.7% | +38.7% | +14.9% |
| 5Y | -5.8% | -21.6% | +15.8% | -5.3% |
| 10Y | +22.2% | +6.7% | +15.6% | +20.8% |
| All | +186.9% | +123.5% | +63.4% | +186.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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