+473.4%
LLY vs WMB
+201.0%
+272.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | +4.6% | +8.1% | -3.5% | +3.5% |
| 30D | +22.4% | -6.9% | +29.2% | +23.3% |
| 3M | +17.1% | -5.1% | +22.2% | +17.6% |
| 6M | +44.6% | -5.7% | +50.4% | +45.1% |
| YTD | +33.5% | +18.1% | +15.4% | +28.3% |
| 1Y | +41.1% | +18.4% | +22.7% | +35.5% |
| 3Y | +143.8% | +122.7% | +21.0% | +105.4% |
| 5Y | +473.4% | +202.0% | +271.3% | +341.6% |
| All | +473.4% | +201.0% | +272.4% | +341.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling