+1,580.3%
LLY vs WCN
+235.4%
+1,344.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.6% |
| 7D | -3.1% | -1.7% | -1.4% | -2.3% |
| 30D | -8.6% | -3.0% | -5.6% | -7.3% |
| 3M | -1.6% | +2.5% | -4.2% | -2.9% |
| 6M | +11.8% | -5.7% | +17.5% | +14.3% |
| YTD | +5.1% | -7.4% | +12.6% | +7.9% |
| 1Y | +50.7% | -8.6% | +59.3% | +55.5% |
| 3Y | +95.7% | +19.4% | +76.3% | +74.9% |
| 5Y | +390.2% | +27.2% | +363.0% | +317.2% |
| 10Y | +1,580.3% | +238.5% | +1,341.8% | +874.9% |
| All | +1,580.3% | +235.4% | +1,344.9% | +874.9% |
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