+390.6%
LLY vs WTW
+42.0%
+348.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -2.9% | -5.7% | +2.8% | -2.3% |
| 30D | -8.4% | -7.3% | -1.2% | -7.6% |
| 3M | -3.8% | +21.5% | -25.2% | -6.1% |
| 6M | +11.9% | +9.6% | +2.3% | +10.2% |
| YTD | +4.3% | -3.3% | +7.6% | +5.0% |
| 1Y | +48.5% | -6.1% | +54.6% | +50.3% |
| 3Y | +91.2% | +61.8% | +29.4% | +73.3% |
| All | +390.6% | +42.0% | +348.6% | +339.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling