+17,153.0%
WDC vs LQD
+190.1%
+16,962.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +6.0% | +0.2% | +5.7% | +5.8% |
| 30D | +9.9% | -0.6% | +10.5% | +10.2% |
| 3M | -9.4% | -1.2% | -8.2% | -8.8% |
| 6M | +94.7% | -1.9% | +96.6% | +97.0% |
| YTD | +177.3% | -1.3% | +178.5% | +179.8% |
| 1Y | +412.4% | -1.0% | +413.4% | +416.4% |
| 3Y | +1,359.3% | +15.2% | +1,344.1% | +1,269.8% |
| 5Y | +992.2% | -4.4% | +996.6% | +1,001.1% |
| 10Y | +1,245.1% | +22.6% | +1,222.5% | +1,165.8% |
| All | +17,153.0% | +190.1% | +16,962.8% | +24,773.6% |
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