-22.1%
LPLA vs WST
+49.0%
-71.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.1% |
| 7D | -2.9% | +4.9% | -7.7% | -3.2% |
| 30D | -10.2% | +10.7% | -20.9% | -10.9% |
| 3M | -22.3% | +16.8% | -39.2% | -23.2% |
| 6M | -0.6% | +32.0% | -32.5% | -3.2% |
| YTD | -17.9% | +49.9% | -67.9% | -23.6% |
| 1Y | -22.1% | +50.6% | -72.8% | -27.6% |
| All | -22.1% | +49.0% | -71.1% | -27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling