+642.9%
WDC vs LLY
+2,052.4%
-1,409.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.3% | -6.3% | -5.3% |
| 7D | +12.1% | +6.7% | +5.3% | +10.6% |
| 30D | -18.8% | +19.6% | -38.4% | -21.7% |
| 3M | -39.3% | +19.7% | -59.0% | -41.8% |
| 6M | -40.1% | +42.7% | -82.9% | -45.6% |
| YTD | +71.8% | +35.1% | +36.7% | +56.9% |
| 1Y | +88.5% | +42.2% | +46.3% | +69.6% |
| 3Y | +770.0% | +140.8% | +629.2% | +569.4% |
| 5Y | +549.0% | +480.6% | +68.5% | +282.7% |
| All | +642.9% | +2,052.4% | -1,409.6% | +192.5% |
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