+66.6%
WDC vs LLY
+51.2%
+15.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.3% | +5.6% | +10.7% |
| 7D | -14.4% | +0.1% | -14.5% | -14.7% |
| 30D | -27.1% | +19.7% | -46.8% | -23.2% |
| 3M | -33.3% | +19.3% | -52.5% | -29.6% |
| 6M | -39.6% | +49.3% | -88.9% | -37.1% |
| YTD | +68.4% | +32.0% | +36.4% | +75.7% |
| All | +66.6% | +51.2% | +15.4% | +75.7% |
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