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  • LLY vs WCC✓SelectedUSD · WCCLLY vs WCC performance historyLatest closeAs of-2.21%09/08
Stock and ETF performance explorer

LLY vs WCC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,545.2%
WCC return
+509.2%
Excess return
+1,036.0%
Maximum drawdown
-34.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioWCCExcessAlpha
1D-2.2%+2.5%-4.7%-2.4%
7D-3.1%+8.5%-11.6%-3.9%
30D-5.1%-1.0%-4.1%-5.1%
3M-2.1%+2.1%-4.2%-2.6%
6M+13.8%+36.8%-23.0%+9.8%
YTD+5.1%+47.7%-42.6%+0.3%
1Y+53.1%+66.5%-13.4%+44.3%
3Y+95.6%+134.2%-38.5%+75.4%
5Y+361.5%+231.6%+129.9%+293.0%
10Y+1,545.2%+508.1%+1,037.1%+1,130.4%
All+1,545.2%+509.2%+1,036.0%+1,130.4%

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