+2,077.5%
LLY vs WCN
+322.1%
+1,755.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +6.6% | +2.6% | +4.0% | +5.4% |
| 30D | +19.4% | +23.9% | -4.5% | +7.9% |
| 3M | +19.6% | +17.4% | +2.2% | +10.8% |
| 6M | +42.6% | +28.0% | +14.6% | +26.6% |
| YTD | +35.0% | +11.6% | +23.4% | +26.9% |
| 1Y | +42.0% | +16.9% | +25.1% | +30.5% |
| 3Y | +140.5% | +51.6% | +88.9% | +91.4% |
| 5Y | +479.9% | +48.0% | +431.9% | +359.9% |
| All | +2,077.5% | +322.1% | +1,755.4% | +959.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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