+2,529.6%
LLY vs WTW
+1,174.9%
+1,354.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | -0.3% |
| 7D | -2.1% | -2.6% | +0.5% | -1.5% |
| 30D | -1.6% | -1.0% | -0.6% | -1.4% |
| 3M | +2.3% | +29.9% | -27.6% | -4.6% |
| 6M | +14.9% | +10.7% | +4.2% | +10.9% |
| YTD | +7.5% | +2.6% | +4.9% | +5.4% |
| 1Y | +55.7% | +2.8% | +52.9% | +52.3% |
| 3Y | +110.6% | +67.3% | +43.3% | +78.7% |
| 5Y | +363.4% | +56.6% | +306.8% | +294.8% |
| 10Y | +1,649.0% | +204.1% | +1,444.9% | +1,108.8% |
| All | +2,529.6% | +1,174.9% | +1,354.7% | +1,227.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling