+1,314.0%
LPLA vs WSM
+1,818.8%
-504.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | -2.1% | +2.6% | -4.6% | -2.8% |
| 30D | -3.3% | -9.5% | +6.2% | -0.6% |
| 3M | +23.5% | +12.9% | +10.6% | +18.6% |
| 6M | +12.0% | +23.0% | -11.0% | +4.5% |
| YTD | -1.7% | +28.9% | -30.6% | -9.4% |
| 1Y | +3.2% | +13.7% | -10.4% | -1.9% |
| 3Y | +46.2% | +232.6% | -186.4% | -6.9% |
| 5Y | +144.9% | +185.9% | -41.0% | +55.2% |
| 10Y | +1,195.1% | +998.6% | +196.5% | +340.9% |
| All | +1,314.0% | +1,818.8% | -504.9% | +304.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling