+17,561.1%
LLY vs WMB
+5,535.5%
+12,025.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.1% | +0.6% | -2.7% | -2.2% |
| 30D | -1.6% | +3.3% | -4.9% | -2.0% |
| 3M | +2.3% | +3.1% | -0.8% | +1.8% |
| 6M | +14.9% | -0.7% | +15.6% | +14.8% |
| YTD | +7.5% | +25.2% | -17.7% | +4.6% |
| 1Y | +55.7% | +32.9% | +22.8% | +50.4% |
| 3Y | +110.6% | +140.6% | -30.0% | +90.1% |
| 5Y | +363.4% | +273.5% | +90.0% | +297.2% |
| 10Y | +1,649.0% | +334.2% | +1,314.8% | +1,339.3% |
| All | +17,561.1% | +5,535.5% | +12,025.6% | +8,664.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling