+1,582.4%
LLY vs WWD
+488.0%
+1,094.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.1% |
| 7D | -2.1% | +1.3% | -3.4% | -2.4% |
| 30D | -1.6% | -7.2% | +5.6% | -0.5% |
| 3M | +2.3% | -3.8% | +6.1% | +2.5% |
| 6M | +14.9% | -9.9% | +24.8% | +16.1% |
| YTD | +7.5% | +14.8% | -7.4% | +4.1% |
| 1Y | +55.7% | +42.1% | +13.6% | +45.2% |
| 3Y | +110.6% | +170.8% | -60.2% | +76.5% |
| 5Y | +363.4% | +197.5% | +165.9% | +278.2% |
| All | +1,582.4% | +488.0% | +1,094.4% | +1,051.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling