+3,010.6%
LLY vs WBD
+219.7%
+2,790.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.4% | +3.2% | +4.4% |
| 7D | +7.8% | +3.1% | +4.7% | +7.4% |
| 30D | +16.0% | +34.4% | -18.4% | +11.8% |
| 3M | +54.8% | +110.6% | -55.8% | +40.0% |
| 6M | +32.2% | +153.4% | -121.2% | +16.8% |
| YTD | +26.0% | +117.4% | -91.4% | +12.7% |
| 1Y | +17.1% | +150.3% | -133.2% | +2.8% |
| 3Y | +168.8% | +112.8% | +56.0% | +130.0% |
| 5Y | +597.6% | +0.3% | +597.3% | +520.2% |
| 10Y | +1,331.4% | -23.6% | +1,354.9% | +1,166.5% |
| All | +3,010.6% | +219.7% | +2,790.8% | +1,631.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling