+1,245.5%
WDC vs LLY
+1,542.3%
-296.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.4% | +2.6% |
| 7D | +6.0% | -3.1% | +9.1% | +6.7% |
| 30D | +9.9% | -5.1% | +15.0% | +10.8% |
| 3M | -9.4% | -2.1% | -7.3% | -10.2% |
| 6M | +94.7% | +13.8% | +80.9% | +84.8% |
| YTD | +177.4% | +5.1% | +172.3% | +167.1% |
| 1Y | +412.6% | +53.1% | +359.5% | +345.6% |
| 3Y | +1,359.8% | +95.6% | +1,264.1% | +1,068.2% |
| 5Y | +992.6% | +361.5% | +631.1% | +570.7% |
| 10Y | +1,245.5% | +1,545.2% | -299.7% | +466.6% |
| All | +1,245.5% | +1,542.3% | -296.8% | +466.6% |
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