+21,985.5%
LLY vs WSM
+40,190.9%
-18,205.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +1.4% | -3.0% | +4.3% | +1.7% |
| 30D | +21.5% | +10.1% | +11.5% | +20.4% |
| 3M | +18.5% | +4.9% | +13.6% | +17.8% |
| 6M | +49.1% | +49.8% | -0.7% | +42.8% |
| YTD | +34.4% | +48.7% | -14.4% | +28.5% |
| 1Y | +46.3% | +38.7% | +7.6% | +40.8% |
| 3Y | +145.5% | +269.5% | -124.1% | +110.1% |
| 5Y | +472.7% | +179.0% | +293.7% | +394.3% |
| 10Y | +2,049.9% | +1,162.3% | +887.7% | +1,420.4% |
| All | +21,985.5% | +40,190.9% | -18,205.5% | +9,837.1% |
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