+3,663.4%
LLY vs WPM
+5,967.5%
-2,304.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.8% |
| 7D | -2.1% | +1.1% | -3.2% | -2.2% |
| 30D | -1.6% | +26.4% | -28.0% | -3.4% |
| 3M | +2.3% | +20.8% | -18.5% | +0.6% |
| 6M | +14.9% | +1.1% | +13.8% | +14.3% |
| YTD | +7.5% | +32.5% | -25.0% | +4.6% |
| 1Y | +55.7% | +51.5% | +4.2% | +49.9% |
| 3Y | +110.6% | +267.0% | -156.4% | +89.4% |
| 5Y | +363.4% | +250.1% | +113.3% | +315.3% |
| 10Y | +1,649.0% | +540.4% | +1,108.6% | +1,368.8% |
| All | +3,663.4% | +5,967.5% | -2,304.1% | +2,401.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling