+113.2%
WDC vs LLY
+60.1%
+53.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.6% | -7.4% | -6.6% |
| 7D | -18.3% | +10.1% | -28.4% | -16.2% |
| 30D | -26.7% | +24.0% | -50.7% | -22.5% |
| 3M | -40.9% | +27.3% | -68.2% | -37.3% |
| 6M | -26.8% | +47.0% | -73.7% | -24.6% |
| YTD | +88.2% | +32.6% | +55.6% | +96.3% |
| 1Y | +113.2% | +57.3% | +55.8% | +102.1% |
| All | +113.2% | +60.1% | +53.1% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 1y: compounded portfolio wealth divided by compounded LLY 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…
1y analysis · Full analysis span regression · 6 months rolling