+361.5%
LLY vs WPM
+261.1%
+100.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -3.1% | +7.0% | -10.1% | -3.8% |
| 30D | -5.1% | +15.7% | -20.8% | -6.5% |
| 3M | -2.1% | +35.2% | -37.3% | -5.2% |
| 6M | +13.8% | +6.1% | +7.8% | +12.5% |
| YTD | +5.1% | +32.6% | -27.5% | +1.3% |
| 1Y | +53.1% | +46.9% | +6.2% | +45.6% |
| 3Y | +95.6% | +276.3% | -180.7% | +68.8% |
| 5Y | +361.5% | +260.0% | +101.5% | +284.2% |
| All | +361.5% | +261.1% | +100.4% | +284.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling