+2,043.2%
LLY vs WM
+339.4%
+1,703.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | +0.2% |
| 7D | -4.5% | +1.2% | -5.7% | -5.1% |
| 30D | +13.9% | +13.1% | +0.8% | +7.2% |
| 3M | +13.8% | +3.6% | +10.1% | +11.6% |
| 6M | +37.6% | +8.1% | +29.5% | +31.9% |
| YTD | +26.6% | +8.9% | +17.7% | +20.2% |
| 1Y | +45.3% | +20.3% | +25.0% | +31.1% |
| 3Y | +132.2% | +46.2% | +86.1% | +85.5% |
| 5Y | +434.7% | +59.9% | +374.8% | +301.5% |
| All | +2,043.2% | +339.4% | +1,703.8% | +795.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling