+12,961.6%
LMT vs WST
+14,983.8%
-2,022.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.7% | +2.6% |
| 7D | -5.6% | +1.4% | -7.0% | -5.8% |
| 30D | +18.4% | +12.7% | +5.6% | +16.2% |
| 3M | +0.6% | +17.2% | -16.5% | -1.9% |
| 6M | +20.6% | +26.7% | -6.1% | +16.0% |
| YTD | +27.0% | +50.3% | -23.3% | +18.2% |
| 1Y | +36.9% | +50.2% | -13.4% | +27.3% |
| 3Y | +46.9% | +21.7% | +25.1% | +35.2% |
| 5Y | +104.2% | +2.0% | +102.2% | +89.7% |
| 10Y | +205.2% | +451.1% | -245.9% | +96.8% |
| All | +12,961.6% | +14,983.8% | -2,022.3% | +4,863.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling