+132.2%
LLY vs WFC
+115.4%
+16.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -4.5% | +1.2% | -5.7% | -4.6% |
| 30D | +13.9% | +5.2% | +8.7% | +13.2% |
| 3M | +13.8% | -3.0% | +16.8% | +14.1% |
| 6M | +37.6% | +6.2% | +31.4% | +36.4% |
| YTD | +26.6% | -7.9% | +34.5% | +27.5% |
| 1Y | +45.3% | +0.3% | +45.1% | +44.6% |
| 3Y | +132.2% | +117.7% | +14.5% | +134.5% |
| All | +132.2% | +115.4% | +16.8% | +134.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling