+24.6%
LLY vs WETO
-99.4%
+124.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.8% | -0.6% |
| 7D | -2.9% | -4.3% | +1.4% | -2.9% |
| 30D | -8.4% | -39.9% | +31.5% | -8.3% |
| 3M | -3.8% | -97.9% | +94.1% | -2.4% |
| 6M | +11.9% | -95.0% | +107.0% | +13.4% |
| YTD | +4.3% | -97.2% | +101.5% | +5.5% |
| 1Y | +48.5% | -98.9% | +147.4% | +49.9% |
| All | +24.6% | -99.4% | +124.0% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 3y: compounded portfolio wealth divided by compounded WETO 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…
3y analysis · Full analysis span regression · 6 months rolling