+466.3%
LLY vs WSM
+182.7%
+283.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.4% |
| 7D | +1.6% | +3.1% | -1.5% | +1.3% |
| 30D | +21.5% | +8.5% | +13.0% | +20.4% |
| 3M | +16.4% | +4.6% | +11.8% | +15.8% |
| 6M | +51.5% | +44.5% | +6.9% | +45.5% |
| YTD | +33.9% | +48.4% | -14.5% | +28.0% |
| 1Y | +49.1% | +36.2% | +12.9% | +43.7% |
| 3Y | +144.6% | +268.8% | -124.1% | +114.4% |
| 5Y | +466.3% | +185.2% | +281.1% | +389.4% |
| All | +466.3% | +182.7% | +283.6% | +389.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling