+20,705.6%
LLY vs WFC
+8,136.6%
+12,569.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -4.5% | +1.2% | -5.7% | -4.7% |
| 30D | +13.9% | +5.2% | +8.7% | +12.6% |
| 3M | +13.8% | -3.0% | +16.8% | +14.4% |
| 6M | +37.6% | +6.2% | +31.4% | +35.3% |
| YTD | +26.6% | -7.9% | +34.5% | +28.0% |
| 1Y | +45.3% | +0.3% | +45.1% | +44.1% |
| 3Y | +132.2% | +117.7% | +14.5% | +89.9% |
| 5Y | +434.7% | +88.4% | +346.3% | +342.2% |
| 10Y | +2,084.3% | +147.3% | +1,937.0% | +1,501.0% |
| All | +20,705.6% | +8,136.6% | +12,569.1% | +4,283.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling