+809.2%
LPLA vs WST
+446.4%
+362.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +3.6% | +1.4% | +2.3% | +3.5% |
| 30D | -6.8% | +12.7% | -19.5% | -8.4% |
| 3M | -17.0% | +17.2% | -34.2% | -19.0% |
| 6M | +1.8% | +26.7% | -24.8% | -1.9% |
| YTD | -13.4% | +50.3% | -63.7% | -19.1% |
| 1Y | -17.5% | +50.2% | -67.7% | -23.0% |
| 3Y | +36.5% | +21.7% | +14.7% | +25.4% |
| 5Y | +92.6% | +2.0% | +90.6% | +83.0% |
| 10Y | +809.2% | +451.1% | +358.1% | +499.0% |
| All | +809.2% | +446.4% | +362.8% | +499.0% |
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