+1,188.5%
WDC vs LQD
+22.3%
+1,166.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -2.9% | -2.9% |
| 7D | -4.3% | -1.1% | -3.2% | -3.2% |
| 30D | -1.5% | -1.3% | -0.2% | -0.3% |
| 3M | -15.5% | -3.2% | -12.3% | -12.7% |
| 6M | +66.5% | -2.1% | +68.6% | +70.8% |
| YTD | +159.9% | -2.4% | +162.2% | +167.4% |
| 1Y | +366.0% | -2.7% | +368.6% | +380.9% |
| 3Y | +1,285.8% | +14.2% | +1,271.6% | +1,128.0% |
| 5Y | +925.6% | -5.8% | +931.4% | +988.1% |
| All | +1,188.5% | +22.3% | +1,166.3% | +1,035.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LQD.
Daily Out/Under-Performance
Portfolio return minus LQD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LQD 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 10y: compounded portfolio wealth divided by compounded LQD 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…
10y analysis · Full analysis span regression · 6 months rolling