+165.4%
LII vs WST
+441.1%
-275.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.8% | -2.4% |
| 7D | -0.6% | -3.1% | +2.5% | +0.1% |
| 30D | -4.6% | +9.1% | -13.7% | -6.6% |
| 3M | -21.2% | +14.7% | -35.9% | -23.9% |
| 6M | -36.4% | +28.0% | -64.4% | -40.3% |
| YTD | -28.9% | +45.6% | -74.6% | -35.7% |
| 1Y | -29.5% | +45.7% | -75.2% | -36.3% |
| 3Y | -8.6% | +21.1% | -29.7% | -19.2% |
| 5Y | +20.2% | +0.3% | +19.9% | +8.8% |
| All | +165.4% | +441.1% | -275.8% | +39.7% |
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