+57.3%
LLY vs WWD
+27.2%
+30.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.8% |
| 7D | +10.1% | +7.3% | +2.7% | +9.4% |
| 30D | +24.0% | -2.0% | +26.0% | +24.1% |
| 3M | +27.3% | -12.6% | +39.9% | +28.9% |
| 6M | +47.0% | -8.4% | +55.4% | +47.1% |
| YTD | +32.6% | +8.2% | +24.3% | +29.7% |
| 1Y | +57.3% | +26.5% | +30.8% | +46.9% |
| All | +57.3% | +27.2% | +30.2% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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