+1,545.2%
LLY vs W
+146.2%
+1,398.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.8% | -2.2% |
| 7D | -3.1% | +6.5% | -9.6% | -3.4% |
| 30D | -5.1% | -6.2% | +1.1% | -4.8% |
| 3M | -2.1% | +48.9% | -50.9% | -4.3% |
| 6M | +13.8% | +31.2% | -17.3% | +11.7% |
| YTD | +5.1% | -0.4% | +5.5% | +4.1% |
| 1Y | +53.1% | +14.8% | +38.3% | +50.2% |
| 3Y | +95.6% | +40.5% | +55.1% | +84.9% |
| 5Y | +361.5% | -62.1% | +423.6% | +354.4% |
| 10Y | +1,545.2% | +141.5% | +1,403.6% | +1,179.9% |
| All | +1,545.2% | +146.2% | +1,398.9% | +1,179.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling