+448.2%
LLY vs WEC
+54.4%
+393.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -3.9% | -3.8% |
| 7D | -0.7% | +3.2% | -3.9% | -1.6% |
| 30D | +17.9% | +14.7% | +3.2% | +13.5% |
| 3M | +16.8% | +10.2% | +6.6% | +13.6% |
| 6M | +38.4% | +4.5% | +34.0% | +36.6% |
| YTD | +27.6% | +15.1% | +12.5% | +23.1% |
| 1Y | +48.3% | +9.4% | +38.9% | +44.8% |
| 3Y | +145.4% | +56.9% | +88.4% | +116.3% |
| All | +448.2% | +54.4% | +393.7% | +380.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 5y: compounded portfolio wealth divided by compounded WEC 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…
5y analysis · Full analysis span regression · 6 months rolling