+928.6%
WDC vs LLY
+364.4%
+564.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.9% | +6.7% | +6.0% |
| 7D | +1.7% | -2.1% | +3.9% | +2.0% |
| 30D | -10.0% | -1.6% | -8.3% | -10.0% |
| 3M | -18.8% | +2.3% | -21.0% | -20.0% |
| 6M | +79.0% | +14.9% | +64.1% | +71.2% |
| YTD | +171.6% | +7.5% | +164.1% | +162.4% |
| 1Y | +417.4% | +55.7% | +361.7% | +359.1% |
| 3Y | +1,251.8% | +110.6% | +1,141.2% | +1,050.4% |
| All | +928.6% | +364.4% | +564.2% | +652.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling