+2,043.2%
LLY vs WST
+441.1%
+1,602.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.2% |
| 7D | -4.5% | -3.1% | -1.4% | -3.8% |
| 30D | +13.9% | +9.1% | +4.8% | +11.9% |
| 3M | +13.8% | +14.7% | -0.9% | +10.5% |
| 6M | +37.6% | +28.0% | +9.6% | +30.4% |
| YTD | +26.6% | +45.6% | -19.0% | +16.2% |
| 1Y | +45.3% | +45.7% | -0.3% | +33.3% |
| 3Y | +132.2% | +21.1% | +111.1% | +110.0% |
| 5Y | +434.7% | +0.3% | +434.3% | +405.5% |
| All | +2,043.2% | +441.1% | +1,602.1% | +1,185.0% |
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