+21,688.9%
LLY vs WM
+28,817.6%
-7,128.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.3% |
| 7D | +10.1% | +5.9% | +4.1% | +9.0% |
| 30D | +24.0% | +15.4% | +8.6% | +21.1% |
| 3M | +27.3% | +6.3% | +20.9% | +25.9% |
| 6M | +47.0% | +5.6% | +41.4% | +45.5% |
| YTD | +32.6% | +9.9% | +22.6% | +30.2% |
| 1Y | +57.3% | +20.8% | +36.5% | +52.1% |
| 3Y | +154.9% | +48.5% | +106.4% | +137.6% |
| 5Y | +447.5% | +60.6% | +387.0% | +403.2% |
| 10Y | +2,187.5% | +349.8% | +1,837.7% | +1,709.1% |
| All | +21,688.9% | +28,817.6% | -7,128.7% | +14,148.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling