+642.9%
WDC vs LQD
+25.4%
+617.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.2% | -4.8% | -4.8% |
| 7D | +12.1% | -1.6% | +13.7% | +14.0% |
| 30D | -18.8% | +0.5% | -19.3% | -19.4% |
| 3M | -39.3% | -2.3% | -37.0% | -38.0% |
| 6M | -40.1% | -3.1% | -37.1% | -38.2% |
| YTD | +71.8% | -3.0% | +74.8% | +77.7% |
| 1Y | +88.5% | -2.6% | +91.0% | +94.2% |
| 3Y | +770.0% | +15.2% | +754.8% | +661.9% |
| 5Y | +549.0% | -5.2% | +554.2% | +584.2% |
| All | +642.9% | +25.4% | +617.5% | +552.2% |
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