+162.9%
LII vs WST
+449.7%
-286.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -0.2% | +4.9% | -5.1% | -1.4% |
| 30D | -0.6% | +10.7% | -11.3% | -3.0% |
| 3M | -17.0% | +16.8% | -33.8% | -20.2% |
| 6M | -31.1% | +32.0% | -63.1% | -35.8% |
| YTD | -27.7% | +49.9% | -77.6% | -35.0% |
| 1Y | -26.2% | +50.6% | -76.8% | -33.8% |
| 3Y | -9.6% | +21.4% | -31.0% | -19.9% |
| 5Y | +15.7% | -0.6% | +16.2% | +5.0% |
| All | +162.9% | +449.7% | -286.8% | +36.7% |
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