+4,118.7%
LLY vs WCN
+7,873.9%
-3,755.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.6% |
| 7D | -4.5% | +2.9% | -7.4% | -5.0% |
| 30D | +13.9% | +22.1% | -8.2% | +10.0% |
| 3M | +13.8% | +13.2% | +0.6% | +11.3% |
| 6M | +37.6% | +23.7% | +13.9% | +32.6% |
| YTD | +26.6% | +8.7% | +17.9% | +24.3% |
| 1Y | +45.3% | +15.3% | +30.0% | +41.3% |
| 3Y | +132.2% | +46.0% | +86.2% | +116.9% |
| 5Y | +434.7% | +45.9% | +388.8% | +398.5% |
| 10Y | +2,084.3% | +311.1% | +1,773.2% | +1,668.1% |
| All | +4,118.7% | +7,873.9% | -3,755.2% | +2,872.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling