+11.8%
LLY vs WETO
-94.7%
+106.6%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.1% | +5.1% | 0.0% |
| 7D | -3.1% | -38.7% | +35.6% | -3.1% |
| 30D | -8.6% | -51.3% | +42.7% | -8.3% |
| 3M | -1.6% | -97.8% | +96.2% | +0.5% |
| 6M | +11.8% | -94.8% | +106.6% | +13.3% |
| All | +11.8% | -94.7% | +106.6% | +13.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling