+41.1%
LLY vs WAB
+44.7%
-3.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | +4.6% | +7.9% | -3.3% | +3.3% |
| 30D | +22.4% | +4.9% | +17.5% | +21.4% |
| 3M | +17.1% | +1.8% | +15.3% | +16.6% |
| 6M | +44.6% | +12.0% | +32.7% | +40.2% |
| YTD | +33.5% | +41.3% | -7.8% | +18.5% |
| 1Y | +41.1% | +43.8% | -2.7% | +24.1% |
| All | +41.1% | +44.7% | -3.6% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling