+443.8%
LLY vs WAB
+203.5%
+240.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.2% |
| 7D | -4.5% | +1.4% | -5.9% | -4.8% |
| 30D | +13.9% | +0.4% | +13.5% | +13.7% |
| 3M | +13.8% | -3.8% | +17.6% | +14.5% |
| 6M | +37.6% | +5.1% | +32.5% | +35.1% |
| YTD | +26.6% | +33.3% | -6.7% | +17.5% |
| 1Y | +45.3% | +39.8% | +5.5% | +33.4% |
| 3Y | +132.2% | +161.1% | -28.8% | +85.5% |
| All | +443.8% | +203.5% | +240.3% | +306.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling