+140.8%
LLY vs WWD
+148.2%
-7.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +6.7% | +4.0% | +2.8% | +5.9% |
| 30D | +19.6% | +0.4% | +19.2% | +19.3% |
| 3M | +19.7% | -7.9% | +27.6% | +21.4% |
| 6M | +42.7% | -10.6% | +53.4% | +44.7% |
| YTD | +35.1% | +9.4% | +25.7% | +28.7% |
| 1Y | +42.2% | +25.7% | +16.4% | +29.5% |
| 3Y | +140.8% | +148.5% | -7.8% | +77.8% |
| All | +140.8% | +148.2% | -7.4% | +77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling