+285.9%
LLY vs WBD
-18.4%
+304.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.4% | +3.2% | +4.5% |
| 7D | +7.8% | +3.1% | +4.7% | +7.7% |
| 30D | +16.0% | +34.4% | -18.4% | +14.9% |
| 3M | +54.8% | +110.6% | -55.8% | +50.6% |
| 6M | +32.2% | +153.4% | -121.2% | +28.2% |
| YTD | +26.0% | +117.4% | -91.4% | +22.0% |
| 1Y | +17.1% | +150.3% | -133.2% | +13.8% |
| 3Y | +168.8% | +112.8% | +56.0% | +159.4% |
| All | +285.9% | -18.4% | +304.3% | +279.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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