+1,580.3%
LLY vs WU
-40.9%
+1,621.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -3.1% | -4.9% | +1.8% | -2.2% |
| 30D | -8.6% | -1.3% | -7.3% | -8.4% |
| 3M | -1.6% | -3.6% | +1.9% | -1.6% |
| 6M | +11.8% | -24.3% | +36.2% | +17.1% |
| YTD | +5.1% | -21.1% | +26.2% | +9.0% |
| 1Y | +50.7% | -10.3% | +61.0% | +51.4% |
| 3Y | +95.7% | -28.4% | +124.0% | +103.0% |
| 5Y | +390.2% | -51.2% | +441.4% | +451.4% |
| 10Y | +1,580.3% | -39.6% | +1,620.0% | +1,628.9% |
| All | +1,580.3% | -40.9% | +1,621.2% | +1,628.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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