+738.1%
LPLA vs WST
+456.5%
+281.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.2% | -0.1% |
| 7D | -0.9% | +4.2% | -5.2% | -1.5% |
| 30D | -9.5% | +11.2% | -20.7% | -10.9% |
| 3M | -21.9% | +20.4% | -42.2% | -24.0% |
| 6M | -2.6% | +37.9% | -40.5% | -7.3% |
| YTD | -17.8% | +51.8% | -69.6% | -23.3% |
| 1Y | -21.2% | +56.6% | -77.8% | -26.8% |
| 3Y | +30.6% | +24.2% | +6.4% | +19.5% |
| 5Y | +81.3% | +0.7% | +80.7% | +73.4% |
| All | +738.1% | +456.5% | +281.6% | +446.6% |
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