+57.3%
LLY vs WTW
+8.6%
+48.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | +0.7% |
| 7D | +10.1% | +4.9% | +5.2% | +10.3% |
| 30D | +24.0% | +17.1% | +6.9% | +25.4% |
| 3M | +27.3% | -0.3% | +27.6% | +26.8% |
| 6M | +47.0% | +30.7% | +16.3% | +51.6% |
| YTD | +32.6% | +3.7% | +28.9% | +38.7% |
| 1Y | +57.3% | +5.9% | +51.5% | +64.6% |
| All | +57.3% | +8.6% | +48.7% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling