+3,481.1%
LLY vs WCN
+6,839.3%
-3,358.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | -2.1% | -0.6% | -1.5% | -2.0% |
| 30D | -1.6% | +0.4% | -2.1% | -1.7% |
| 3M | +2.3% | +7.3% | -5.0% | +1.0% |
| 6M | +14.9% | -2.5% | +17.4% | +15.2% |
| YTD | +7.5% | -5.4% | +12.8% | +8.1% |
| 1Y | +55.7% | -8.5% | +64.1% | +57.5% |
| 3Y | +110.6% | +20.8% | +89.8% | +103.2% |
| 5Y | +363.4% | +30.0% | +333.4% | +341.1% |
| 10Y | +1,649.0% | +238.4% | +1,410.6% | +1,360.0% |
| All | +3,481.1% | +6,839.3% | -3,358.2% | +2,485.6% |
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