+63.3%
WM vs LII
+22.0%
+41.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +1.6% |
| 7D | +4.5% | +0.2% | +4.3% | +4.4% |
| 30D | +16.1% | -4.6% | +20.7% | +16.7% |
| 3M | +8.0% | -21.7% | +29.7% | +11.3% |
| 6M | +8.4% | -32.8% | +41.2% | +13.2% |
| YTD | +11.2% | -27.5% | +38.7% | +14.5% |
| 1Y | +22.3% | -28.0% | +50.3% | +26.0% |
| 3Y | +50.2% | -7.2% | +57.5% | +44.1% |
| 5Y | +63.3% | +22.6% | +40.7% | +47.6% |
| All | +63.3% | +22.0% | +41.3% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling