+139.5%
LLY vs W
+167.8%
-28.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.3% | +0.3% |
| 7D | +1.4% | -7.4% | +8.8% | +1.6% |
| 30D | +21.5% | +7.8% | +13.7% | +21.2% |
| 3M | +18.5% | +10.9% | +7.6% | +18.0% |
| 6M | +49.1% | +86.4% | -37.3% | +45.3% |
| YTD | +34.4% | +14.0% | +20.4% | +33.1% |
| 1Y | +46.3% | +3.5% | +42.8% | +45.6% |
| All | +139.5% | +167.8% | -28.3% | +121.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling