+21,596.1%
LLY vs WFC
+8,288.6%
+13,307.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.4% | +3.9% |
| 7D | +0.1% | +0.1% | -0.1% | +0.1% |
| 30D | +19.7% | +2.9% | +16.8% | +19.0% |
| 3M | +19.3% | -1.4% | +20.7% | +19.5% |
| 6M | +49.3% | +14.3% | +35.0% | +44.5% |
| YTD | +32.0% | -6.2% | +38.2% | +33.0% |
| 1Y | +53.7% | +1.6% | +52.1% | +52.0% |
| 3Y | +143.7% | +126.9% | +16.8% | +97.5% |
| 5Y | +463.9% | +94.0% | +369.9% | +363.4% |
| 10Y | +2,006.3% | +134.0% | +1,872.3% | +1,463.8% |
| All | +21,596.1% | +8,288.6% | +13,307.4% | +4,452.6% |
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 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