+4,362.6%
LLY vs WCN
+7,961.2%
-3,598.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.9% | +1.3% |
| 7D | +1.6% | +2.6% | -1.0% | +1.2% |
| 30D | +21.5% | +25.3% | -3.9% | +16.8% |
| 3M | +16.4% | +15.2% | +1.2% | +13.6% |
| 6M | +51.5% | +26.4% | +25.1% | +45.4% |
| YTD | +33.9% | +9.9% | +24.0% | +31.3% |
| 1Y | +49.1% | +16.2% | +32.9% | +44.8% |
| 3Y | +144.6% | +49.4% | +95.2% | +127.6% |
| 5Y | +466.3% | +46.2% | +420.2% | +427.9% |
| 10Y | +2,024.1% | +305.7% | +1,718.4% | +1,621.1% |
| All | +4,362.6% | +7,961.2% | -3,598.6% | +3,038.6% |
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