+25.5%
LLY vs WETO
-99.4%
+124.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.4% |
| 3M | -1.6% | -97.8% | +96.2% | -0.3% |
| 6M | +11.8% | -94.8% | +106.6% | +13.3% |
| YTD | +5.1% | -97.2% | +102.3% | +6.3% |
| 1Y | +50.7% | -98.9% | +149.7% | +52.2% |
| All | +25.5% | -99.4% | +124.9% | +23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling