+17,561.1%
LLY vs WSM
+34,755.7%
-17,194.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.1% |
| 7D | -2.1% | -3.3% | +1.1% | -1.8% |
| 30D | -1.6% | -8.4% | +6.8% | -0.7% |
| 3M | +2.3% | +9.7% | -7.4% | +1.2% |
| 6M | +14.9% | +16.7% | -1.8% | +12.8% |
| YTD | +7.5% | +28.7% | -21.2% | +4.3% |
| 1Y | +55.7% | +13.7% | +42.0% | +52.8% |
| 3Y | +110.6% | +230.1% | -119.5% | +82.2% |
| 5Y | +363.4% | +179.0% | +184.5% | +299.7% |
| 10Y | +1,649.0% | +1,002.5% | +646.4% | +1,154.1% |
| All | +17,561.1% | +34,755.7% | -17,194.6% | +7,966.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling