+2,068.1%
LLY vs WCC
+440.3%
+1,627.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | +0.1% |
| 7D | +1.4% | +3.3% | -2.0% | +1.0% |
| 30D | +21.5% | -9.4% | +31.0% | +22.3% |
| 3M | +18.5% | -10.5% | +29.0% | +19.1% |
| 6M | +49.1% | -10.4% | +59.5% | +49.4% |
| YTD | +34.4% | +34.4% | 0.0% | +29.1% |
| 1Y | +46.3% | +27.7% | +18.6% | +41.1% |
| 3Y | +145.5% | +137.9% | +7.5% | +119.9% |
| 5Y | +472.7% | +147.0% | +325.6% | +401.4% |
| All | +2,068.1% | +440.3% | +1,627.8% | +1,626.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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