+2,080.1%
LLY vs WST
+456.5%
+1,623.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | 0.0% | +1.0% |
| 7D | +6.7% | +4.2% | +2.5% | +5.8% |
| 30D | +19.6% | +11.2% | +8.3% | +17.0% |
| 3M | +19.7% | +20.4% | -0.7% | +15.2% |
| 6M | +42.7% | +37.9% | +4.9% | +33.3% |
| YTD | +35.1% | +51.8% | -16.7% | +23.0% |
| 1Y | +42.2% | +56.6% | -14.4% | +28.5% |
| 3Y | +140.8% | +24.2% | +116.6% | +116.8% |
| 5Y | +480.6% | +0.7% | +479.9% | +451.5% |
| All | +2,080.1% | +456.5% | +1,623.6% | +1,183.3% |
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