+53.1%
LLY vs WWD
+40.3%
+12.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -2.0% |
| 7D | -3.1% | +0.8% | -3.9% | -3.2% |
| 30D | -5.1% | -6.4% | +1.3% | -4.5% |
| 3M | -2.1% | -5.6% | +3.6% | -2.0% |
| 6M | +13.8% | -9.1% | +22.9% | +14.2% |
| YTD | +5.1% | +12.5% | -7.4% | +3.3% |
| 1Y | +53.1% | +41.3% | +11.8% | +43.3% |
| All | +53.1% | +40.3% | +12.8% | +43.3% |
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