+2,006.3%
LLY vs WAB
+305.5%
+1,700.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.1% | -0.9% | +3.4% |
| 7D | +0.1% | +4.0% | -3.9% | -0.6% |
| 30D | +19.7% | +4.5% | +15.3% | +18.8% |
| 3M | +19.3% | +2.3% | +17.0% | +18.6% |
| 6M | +49.3% | +12.5% | +36.9% | +45.7% |
| YTD | +32.0% | +40.2% | -8.2% | +24.0% |
| 1Y | +53.7% | +45.2% | +8.5% | +43.5% |
| 3Y | +143.7% | +171.8% | -28.1% | +105.0% |
| 5Y | +463.9% | +217.6% | +246.3% | +358.1% |
| 10Y | +2,006.3% | +285.3% | +1,721.0% | +1,497.2% |
| All | +2,006.3% | +305.5% | +1,700.9% | +1,497.2% |
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