+11,275.8%
LMT vs WST
+12,330.1%
-1,054.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | -6.3% | +0.7% | -7.0% | -6.4% |
| 30D | -8.5% | -3.1% | -5.3% | -8.1% |
| 3M | +1.8% | +7.2% | -5.4% | +0.6% |
| 6M | -19.9% | +36.8% | -56.8% | -24.2% |
| YTD | +10.6% | +23.8% | -13.3% | +6.1% |
| 1Y | +17.9% | +37.8% | -19.8% | +10.9% |
| 3Y | +27.0% | -15.9% | +42.9% | +24.3% |
| 5Y | +68.7% | -25.8% | +94.5% | +65.3% |
| 10Y | +181.1% | +319.6% | -138.5% | +89.3% |
| All | +11,275.8% | +12,330.1% | -1,054.3% | +4,355.7% |
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 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