+1,580.3%
LLY vs WSM
+997.3%
+583.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | 0.0% |
| 7D | -3.1% | +2.6% | -5.7% | -3.4% |
| 30D | -8.6% | -9.3% | +0.7% | -7.7% |
| 3M | -1.6% | +7.1% | -8.7% | -2.5% |
| 6M | +11.8% | +21.7% | -9.9% | +9.3% |
| YTD | +5.1% | +28.7% | -23.6% | +1.9% |
| 1Y | +50.7% | +13.9% | +36.9% | +47.8% |
| 3Y | +95.7% | +232.2% | -136.5% | +69.6% |
| 5Y | +390.2% | +176.4% | +213.8% | +324.6% |
| 10Y | +1,580.3% | +1,072.4% | +507.9% | +1,038.6% |
| All | +1,580.3% | +997.3% | +583.0% | +1,038.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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