+57.3%
LLY vs W
+21.5%
+35.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.0% | -10.4% | +0.8% |
| 7D | +10.1% | +8.4% | +1.7% | +10.2% |
| 30D | +24.0% | +16.5% | +7.5% | +24.5% |
| 3M | +27.3% | +6.4% | +20.8% | +27.3% |
| 6M | +47.0% | +90.5% | -43.6% | +51.7% |
| YTD | +32.6% | +23.1% | +9.5% | +31.8% |
| 1Y | +57.3% | +24.3% | +33.1% | +55.6% |
| All | +57.3% | +21.5% | +35.9% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling