+443.8%
LLY vs WCC
+117.0%
+326.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.0% |
| 7D | -4.5% | -14.7% | +10.2% | -3.2% |
| 30D | +13.9% | -20.1% | +34.0% | +15.9% |
| 3M | +13.8% | -21.2% | +34.9% | +15.7% |
| 6M | +37.6% | -19.2% | +56.8% | +39.2% |
| YTD | +26.6% | +20.2% | +6.4% | +22.1% |
| 1Y | +45.3% | +14.5% | +30.9% | +40.9% |
| 3Y | +132.2% | +115.1% | +17.1% | +107.4% |
| All | +443.8% | +117.0% | +326.9% | +365.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling