+653.4%
WDC vs LLY
+2,040.2%
-1,386.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.3% | +5.6% | +9.0% |
| 7D | -14.4% | +0.1% | -14.5% | -14.3% |
| 30D | -27.1% | +19.7% | -46.8% | -29.7% |
| 3M | -33.3% | +19.3% | -52.5% | -35.9% |
| 6M | -39.6% | +49.3% | -88.9% | -45.8% |
| YTD | +68.4% | +32.0% | +36.4% | +54.6% |
| 1Y | +78.2% | +53.7% | +24.4% | +56.8% |
| 3Y | +772.0% | +143.7% | +628.3% | +568.8% |
| 5Y | +584.9% | +463.9% | +121.0% | +307.2% |
| 10Y | +653.4% | +2,006.3% | -1,352.9% | +201.5% |
| All | +653.4% | +2,040.2% | -1,386.8% | +201.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling