+30.6%
LPLA vs WSM
+260.3%
-229.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | -9.5% | +5.1% | -14.6% | -10.2% |
| 3M | -21.9% | +5.1% | -27.0% | -22.5% |
| 6M | -2.6% | +48.6% | -51.2% | -9.2% |
| YTD | -17.8% | +44.2% | -62.0% | -22.5% |
| 1Y | -21.2% | +38.1% | -59.3% | -25.3% |
| 3Y | +30.6% | +257.2% | -226.6% | +31.0% |
| All | +30.6% | +260.3% | -229.6% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 3y: compounded portfolio wealth divided by compounded WSM 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…
3y analysis · Full analysis span regression · 6 months rolling