+140.8%
LLY vs WFC
+126.5%
+14.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | +6.7% | +2.5% | +4.2% | +6.4% |
| 30D | +19.6% | +7.0% | +12.6% | +18.6% |
| 3M | +19.7% | -1.8% | +21.5% | +19.9% |
| 6M | +42.7% | +18.4% | +24.3% | +39.5% |
| YTD | +35.1% | -5.6% | +40.7% | +35.6% |
| 1Y | +42.2% | +3.9% | +38.3% | +40.8% |
| 3Y | +140.8% | +126.3% | +14.5% | +147.6% |
| All | +140.8% | +126.5% | +14.3% | +147.6% |
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