+50.7%
LLY vs WSM
+14.1%
+36.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | 0.0% |
| 7D | -3.1% | +2.6% | -5.7% | -3.3% |
| 30D | -8.6% | -9.3% | +0.7% | -8.0% |
| 3M | -1.6% | +7.1% | -8.7% | -2.2% |
| 6M | +11.8% | +21.7% | -9.9% | +9.9% |
| YTD | +5.1% | +28.7% | -23.6% | +3.0% |
| 1Y | +50.7% | +13.9% | +36.9% | +48.5% |
| All | +50.7% | +14.1% | +36.6% | +48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling