+2,080.1%
LLY vs WMB
+282.5%
+1,797.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.3% |
| 7D | +6.7% | +7.8% | -1.1% | +5.5% |
| 30D | +19.6% | -5.1% | +24.7% | +20.4% |
| 3M | +19.7% | -4.7% | +24.4% | +20.2% |
| 6M | +42.7% | -7.4% | +50.1% | +43.8% |
| YTD | +35.1% | +17.5% | +17.7% | +30.3% |
| 1Y | +42.2% | +19.5% | +22.7% | +36.6% |
| 3Y | +140.8% | +121.3% | +19.5% | +105.9% |
| 5Y | +480.6% | +200.5% | +280.1% | +367.0% |
| All | +2,080.1% | +282.5% | +1,797.6% | +1,548.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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