+170.6%
LII vs WST
+446.4%
-275.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.4% | +1.4% | -1.0% | +0.1% |
| 30D | -2.4% | +12.7% | -15.1% | -5.2% |
| 3M | -17.5% | +17.2% | -34.6% | -20.7% |
| 6M | -32.8% | +26.7% | -59.5% | -36.8% |
| YTD | -27.7% | +50.3% | -78.0% | -35.1% |
| 1Y | -28.1% | +50.2% | -78.3% | -35.4% |
| 3Y | -9.7% | +21.7% | -31.4% | -20.0% |
| 5Y | +19.5% | +2.0% | +17.5% | +7.8% |
| 10Y | +170.6% | +451.1% | -280.5% | +42.4% |
| All | +170.6% | +446.4% | -275.8% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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