+30.6%
LPLA vs WST
+24.3%
+6.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.2% | 0.0% |
| 7D | -0.9% | +4.2% | -5.2% | -1.0% |
| 30D | -9.5% | +11.2% | -20.7% | -9.7% |
| 3M | -21.9% | +20.4% | -42.2% | -22.2% |
| 6M | -2.6% | +37.9% | -40.5% | -3.4% |
| YTD | -17.8% | +51.8% | -69.6% | -18.9% |
| 1Y | -21.2% | +56.6% | -77.8% | -22.3% |
| 3Y | +30.6% | +24.2% | +6.4% | +26.9% |
| All | +30.6% | +24.3% | +6.3% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling