+1,117.8%
LPLA vs WST
+2,308.1%
-1,190.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -3.2% | +1.1% | -4.2% | -3.4% |
| 30D | -8.6% | +12.4% | -21.0% | -10.9% |
| 3M | -18.7% | +17.6% | -36.3% | -21.6% |
| 6M | +4.5% | +28.3% | -23.7% | -1.4% |
| YTD | -15.3% | +50.5% | -65.8% | -23.4% |
| 1Y | -19.9% | +49.4% | -69.3% | -27.5% |
| 3Y | +33.4% | +21.9% | +11.5% | +17.7% |
| 5Y | +87.4% | +0.4% | +87.0% | +71.5% |
| 10Y | +800.4% | +451.5% | +348.9% | +272.7% |
| All | +1,117.8% | +2,308.1% | -1,190.4% | +152.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling