+16,093.2%
LLY vs WAB
+4,319.4%
+11,773.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.1% | -0.9% | +3.5% |
| 7D | +0.1% | +4.0% | -3.9% | -0.5% |
| 30D | +19.7% | +4.5% | +15.3% | +18.9% |
| 3M | +19.3% | +2.3% | +17.0% | +18.7% |
| 6M | +49.3% | +12.5% | +36.9% | +45.9% |
| YTD | +32.0% | +40.2% | -8.2% | +24.6% |
| 1Y | +53.7% | +45.2% | +8.5% | +44.2% |
| 3Y | +143.7% | +171.8% | -28.1% | +106.3% |
| 5Y | +463.9% | +217.6% | +246.3% | +361.8% |
| 10Y | +2,006.3% | +285.3% | +1,721.0% | +1,502.0% |
| All | +16,093.2% | +4,319.4% | +11,773.8% | +8,717.5% |
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 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