+345.7%
WM vs LII
+167.2%
+178.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +1.8% |
| 7D | +4.5% | +0.2% | +4.3% | +4.4% |
| 30D | +16.1% | -4.6% | +20.7% | +17.2% |
| 3M | +8.0% | -21.7% | +29.7% | +13.8% |
| 6M | +8.4% | -32.8% | +41.2% | +16.9% |
| YTD | +11.2% | -27.5% | +38.7% | +16.8% |
| 1Y | +22.3% | -28.0% | +50.3% | +28.5% |
| 3Y | +50.2% | -7.2% | +57.5% | +41.1% |
| 5Y | +63.3% | +22.6% | +40.7% | +36.6% |
| All | +345.7% | +167.2% | +178.5% | +198.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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