+2,077.5%
LLY vs WM
+330.8%
+1,746.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.3% | +1.2% |
| 7D | +6.6% | +3.2% | +3.4% | +5.0% |
| 30D | +19.4% | +13.0% | +6.4% | +12.4% |
| 3M | +19.6% | +9.2% | +10.3% | +14.3% |
| 6M | +42.6% | +13.6% | +28.9% | +33.3% |
| YTD | +35.0% | +12.4% | +22.6% | +26.2% |
| 1Y | +42.0% | +21.2% | +20.8% | +27.7% |
| 3Y | +140.5% | +48.7% | +91.8% | +90.6% |
| 5Y | +479.9% | +61.9% | +418.0% | +333.6% |
| All | +2,077.5% | +330.8% | +1,746.7% | +888.3% |
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