+957.1%
WDC vs LQD
-5.9%
+963.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -3.5% |
| 7D | +4.4% | -1.1% | +5.5% | +5.6% |
| 30D | +5.3% | -1.1% | +6.4% | +6.4% |
| 3M | -5.9% | -2.3% | -3.6% | -3.7% |
| 6M | +73.2% | -2.9% | +76.1% | +78.8% |
| YTD | +167.8% | -2.3% | +170.2% | +175.3% |
| 1Y | +386.0% | -2.2% | +388.2% | +398.7% |
| 3Y | +1,309.7% | +14.0% | +1,295.7% | +1,177.9% |
| 5Y | +957.1% | -5.8% | +962.9% | +867.4% |
| All | +957.1% | -5.9% | +963.0% | +867.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling