+1,545.2%
LLY vs WFC
+132.6%
+1,412.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.8% |
| 7D | -3.1% | +1.1% | -4.2% | -3.3% |
| 30D | -5.1% | +0.8% | -5.9% | -5.3% |
| 3M | -2.1% | +9.3% | -11.3% | -3.8% |
| 6M | +13.8% | +10.6% | +3.2% | +11.4% |
| YTD | +5.1% | -4.1% | +9.2% | +5.4% |
| 1Y | +53.1% | +13.6% | +39.6% | +48.3% |
| 3Y | +95.6% | +130.7% | -35.1% | +62.6% |
| 5Y | +361.5% | +126.7% | +234.8% | +276.0% |
| 10Y | +1,545.2% | +132.1% | +1,413.0% | +1,141.5% |
| All | +1,545.2% | +132.6% | +1,412.6% | +1,141.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 10y: compounded portfolio wealth divided by compounded WFC 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…
10y analysis · Full analysis span regression · 6 months rolling