+1,610.3%
LLY vs WST
+322.7%
+1,287.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -2.1% | +0.7% | -2.9% | -2.3% |
| 30D | -1.6% | -3.1% | +1.5% | -1.0% |
| 3M | +2.3% | +7.2% | -4.9% | +0.7% |
| 6M | +14.9% | +36.8% | -21.9% | +7.1% |
| YTD | +7.5% | +23.8% | -16.4% | +2.1% |
| 1Y | +55.7% | +37.8% | +17.9% | +44.2% |
| 3Y | +110.6% | -15.9% | +126.5% | +108.0% |
| 5Y | +363.4% | -25.8% | +389.2% | +373.6% |
| All | +1,610.3% | +322.7% | +1,287.6% | +981.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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