+2,024.1%
LLY vs WST
+446.4%
+1,577.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.6% | +1.5% |
| 7D | +1.6% | +1.4% | +0.3% | +1.4% |
| 30D | +21.5% | +12.7% | +8.7% | +18.5% |
| 3M | +16.4% | +17.2% | -0.7% | +12.6% |
| 6M | +51.5% | +26.7% | +24.8% | +43.9% |
| YTD | +33.9% | +50.3% | -16.4% | +22.1% |
| 1Y | +49.1% | +50.2% | -1.1% | +35.9% |
| 3Y | +144.6% | +21.7% | +122.9% | +121.3% |
| 5Y | +466.3% | +2.0% | +464.3% | +434.7% |
| 10Y | +2,024.1% | +451.1% | +1,573.1% | +1,146.6% |
| All | +2,024.1% | +446.4% | +1,577.8% | +1,146.6% |
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