+9,523.4%
LLY vs WAT
+10,816.8%
-1,293.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.5% |
| 6M | +14.9% | +28.3% | -13.4% | +8.8% |
| YTD | +7.5% | +7.8% | -0.3% | +5.1% |
| 1Y | +55.7% | +36.6% | +19.1% | +45.2% |
| 3Y | +110.6% | +45.7% | +64.9% | +89.9% |
| 5Y | +363.4% | -3.3% | +366.7% | +346.9% |
| 10Y | +1,649.0% | +162.1% | +1,486.9% | +1,261.8% |
| All | +9,523.4% | +10,816.8% | -1,293.4% | +3,570.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling