+10,590.3%
WDC vs LQD
+185.1%
+10,405.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.2% | -4.8% | -4.9% |
| 7D | +12.1% | -1.6% | +13.7% | +13.1% |
| 30D | -18.8% | +0.5% | -19.3% | -19.1% |
| 3M | -39.3% | -2.3% | -37.0% | -38.6% |
| 6M | -40.1% | -3.1% | -37.1% | -39.2% |
| YTD | +71.8% | -3.0% | +74.8% | +74.8% |
| 1Y | +88.5% | -2.6% | +91.0% | +91.5% |
| 3Y | +770.0% | +15.2% | +754.8% | +717.2% |
| 5Y | +549.0% | -5.2% | +554.2% | +557.5% |
| 10Y | +650.3% | +24.6% | +625.7% | +609.2% |
| All | +10,590.3% | +185.1% | +10,405.2% | +15,442.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling