+483.3%
LLY vs WAT
+28.6%
+454.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +6.7% | +0.6% | +6.2% | +6.6% |
| 30D | +19.6% | +5.4% | +14.2% | +18.2% |
| 3M | +19.7% | +11.3% | +8.4% | +16.9% |
| 6M | +42.7% | +37.4% | +5.3% | +33.2% |
| YTD | +35.1% | +21.2% | +14.0% | +28.4% |
| 1Y | +42.2% | +21.3% | +20.8% | +35.1% |
| 3Y | +140.8% | +83.4% | +57.4% | +108.7% |
| All | +483.3% | +28.6% | +454.7% | +450.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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