+10,029.5%
WDC vs LLY
+20,819.7%
-10,790.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.2% |
| 7D | -28.0% | -4.5% | -23.5% | -26.7% |
| 30D | -34.9% | +13.9% | -48.8% | -37.8% |
| 3M | -41.6% | +13.8% | -55.3% | -44.4% |
| 6M | -45.4% | +37.6% | -83.0% | -52.1% |
| YTD | +53.3% | +26.6% | +26.7% | +36.7% |
| 1Y | +61.5% | +45.3% | +16.2% | +37.1% |
| 3Y | +712.3% | +132.2% | +580.1% | +466.6% |
| 5Y | +524.2% | +434.7% | +89.6% | +213.1% |
| 10Y | +616.5% | +2,084.3% | -1,467.8% | +100.8% |
| All | +10,029.5% | +20,819.7% | -10,790.2% | +1,161.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling