+2,077.5%
LLY vs WAB
+266.7%
+1,810.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.3% |
| 7D | +6.6% | +5.1% | +1.5% | +5.7% |
| 30D | +19.4% | +4.0% | +15.4% | +18.6% |
| 3M | +19.6% | +0.1% | +19.5% | +19.4% |
| 6M | +42.6% | +12.8% | +29.8% | +39.0% |
| YTD | +35.0% | +40.1% | -5.1% | +26.8% |
| 1Y | +42.0% | +46.4% | -4.4% | +32.4% |
| 3Y | +140.5% | +167.4% | -26.9% | +102.7% |
| 5Y | +479.9% | +215.0% | +264.8% | +371.3% |
| All | +2,077.5% | +266.7% | +1,810.8% | +1,536.1% |
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