+1,545.2%
LLY vs WAB
+283.1%
+1,262.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | -3.1% | +1.7% | -4.8% | -3.4% |
| 30D | -5.1% | -2.4% | -2.7% | -4.7% |
| 3M | -2.1% | +9.7% | -11.7% | -3.9% |
| 6M | +13.8% | +16.5% | -2.7% | +10.4% |
| YTD | +5.1% | +33.7% | -28.6% | -0.5% |
| 1Y | +53.1% | +49.7% | +3.4% | +42.2% |
| 3Y | +95.6% | +170.9% | -75.3% | +64.2% |
| 5Y | +361.5% | +228.0% | +133.5% | +272.2% |
| 10Y | +1,545.2% | +284.8% | +1,260.4% | +1,106.9% |
| All | +1,545.2% | +283.1% | +1,262.1% | +1,106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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