+205.2%
LMT vs WST
+446.4%
-241.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.7% | +2.6% |
| 7D | -5.6% | +1.4% | -7.0% | -5.7% |
| 30D | +18.4% | +12.7% | +5.6% | +16.9% |
| 3M | +0.6% | +17.2% | -16.5% | -1.1% |
| 6M | +20.6% | +26.7% | -6.1% | +17.5% |
| YTD | +27.0% | +50.3% | -23.3% | +21.0% |
| 1Y | +36.9% | +50.2% | -13.4% | +30.3% |
| 3Y | +46.9% | +21.7% | +25.1% | +38.9% |
| 5Y | +104.2% | +2.0% | +102.2% | +97.5% |
| 10Y | +205.2% | +451.1% | -245.9% | +89.2% |
| All | +205.2% | +446.4% | -241.1% | +89.2% |
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