-45.4%
WDC vs LLY
+37.0%
-82.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -2.0% |
| 7D | -28.0% | -4.5% | -23.5% | -30.4% |
| 30D | -34.9% | +13.9% | -48.8% | -26.8% |
| 3M | -41.6% | +13.8% | -55.3% | -33.6% |
| 6M | -45.4% | +37.6% | -83.0% | -33.2% |
| All | -45.4% | +37.0% | -82.4% | -33.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling