+2,053.0%
LLY vs WPM
+752.0%
+1,301.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.5% |
| 7D | +4.6% | -0.5% | +5.1% | +4.6% |
| 30D | +22.4% | -3.1% | +25.5% | +22.5% |
| 3M | +17.1% | -2.2% | +19.3% | +17.0% |
| 6M | +44.6% | -7.4% | +52.0% | +44.8% |
| YTD | +33.5% | +12.6% | +20.8% | +31.6% |
| 1Y | +41.1% | +22.8% | +18.3% | +38.3% |
| 3Y | +143.8% | +213.6% | -69.9% | +126.2% |
| 5Y | +473.4% | +211.2% | +262.2% | +429.6% |
| All | +2,053.0% | +752.0% | +1,301.0% | +1,858.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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