+372.0%
LLY vs WFC
+129.3%
+242.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | -2.1% | +3.8% | -5.9% | -2.6% |
| 30D | -1.6% | +1.5% | -3.1% | -1.8% |
| 3M | +2.3% | +10.9% | -8.6% | +0.9% |
| 6M | +14.9% | +8.4% | +6.5% | +13.5% |
| YTD | +7.5% | -1.9% | +9.3% | +7.4% |
| 1Y | +55.7% | +12.3% | +43.3% | +52.6% |
| 3Y | +110.6% | +132.3% | -21.7% | +88.7% |
| All | +372.0% | +129.3% | +242.7% | +310.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling