+27.6%
LII vs WST
-25.7%
+53.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | -0.7% | +0.7% | -1.5% | -0.9% |
| 30D | -12.6% | -3.1% | -9.5% | -12.0% |
| 3M | -24.4% | +7.2% | -31.6% | -25.7% |
| 6M | -28.7% | +36.8% | -65.5% | -33.9% |
| YTD | -19.1% | +23.8% | -43.0% | -23.5% |
| 1Y | -29.7% | +37.8% | -67.5% | -35.3% |
| 3Y | +4.8% | -15.9% | +20.7% | +4.4% |
| All | +27.6% | -25.7% | +53.3% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling