+372.0%
LLY vs WAT
-3.2%
+375.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -2.1% | -1.3% | -0.9% | -1.9% |
| 30D | -1.6% | +2.3% | -4.0% | -2.1% |
| 3M | +2.3% | +8.7% | -6.5% | +0.4% |
| 6M | +14.9% | +28.3% | -13.4% | +8.4% |
| YTD | +7.5% | +7.8% | -0.3% | +4.8% |
| 1Y | +55.7% | +36.6% | +19.1% | +44.7% |
| 3Y | +110.6% | +45.7% | +64.9% | +91.7% |
| All | +372.0% | -3.2% | +375.3% | +378.3% |
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