+13,081.7%
LLY vs WAB
+4,092.2%
+8,989.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | -2.1% | -3.2% | +1.1% | -1.7% |
| 30D | -1.6% | -4.4% | +2.8% | -0.9% |
| 3M | +2.3% | +7.9% | -5.6% | +0.8% |
| 6M | +14.9% | +8.7% | +6.2% | +13.0% |
| YTD | +7.5% | +33.0% | -25.5% | +2.4% |
| 1Y | +55.7% | +46.7% | +9.0% | +45.9% |
| 3Y | +110.6% | +153.0% | -42.4% | +80.3% |
| 5Y | +363.4% | +222.3% | +141.2% | +278.9% |
| 10Y | +1,649.0% | +291.0% | +1,358.0% | +1,228.2% |
| All | +13,081.7% | +4,092.2% | +8,989.5% | +7,144.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling