+20,705.6%
LLY vs WEC
+4,360.7%
+16,344.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | 0.0% |
| 7D | -4.5% | -0.2% | -4.3% | -4.4% |
| 30D | +13.9% | +12.3% | +1.6% | +9.0% |
| 3M | +13.8% | +8.3% | +5.5% | +10.2% |
| 6M | +37.6% | +3.5% | +34.2% | +35.6% |
| YTD | +26.6% | +12.7% | +13.9% | +20.8% |
| 1Y | +45.3% | +8.2% | +37.2% | +40.8% |
| 3Y | +132.2% | +55.9% | +76.4% | +92.3% |
| 5Y | +434.7% | +51.2% | +383.4% | +342.9% |
| 10Y | +2,084.3% | +177.6% | +1,906.7% | +1,285.0% |
| All | +20,705.6% | +4,360.7% | +16,344.9% | +4,626.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling