+17,561.1%
LLY vs WFC
+8,676.2%
+8,884.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | -2.1% | +3.8% | -5.9% | -3.0% |
| 30D | -1.6% | +1.5% | -3.1% | -2.0% |
| 3M | +2.3% | +10.9% | -8.6% | -0.2% |
| 6M | +14.9% | +8.4% | +6.5% | +12.5% |
| YTD | +7.5% | -1.9% | +9.3% | +7.3% |
| 1Y | +55.7% | +12.3% | +43.3% | +50.3% |
| 3Y | +110.6% | +132.3% | -21.7% | +69.7% |
| 5Y | +363.4% | +130.1% | +233.4% | +265.8% |
| 10Y | +1,649.0% | +134.4% | +1,514.6% | +1,199.3% |
| All | +17,561.1% | +8,676.2% | +8,884.9% | +3,571.3% |
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