+3,621.9%
LLY vs WBD
+293.1%
+3,328.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.1% | -1.8% | -0.3% | -1.9% |
| 30D | -1.6% | +8.8% | -10.4% | -2.6% |
| 3M | +2.3% | +4.6% | -2.3% | +1.7% |
| 6M | +14.9% | +1.1% | +13.8% | +14.7% |
| YTD | +7.5% | -2.0% | +9.4% | +7.6% |
| 1Y | +55.7% | +140.0% | -84.3% | +38.5% |
| 3Y | +110.6% | +144.4% | -33.8% | +81.2% |
| 5Y | +363.4% | -0.2% | +363.6% | +335.9% |
| 10Y | +1,649.0% | +9.1% | +1,639.9% | +1,365.9% |
| All | +3,621.9% | +293.1% | +3,328.8% | +1,916.9% |
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