+1,093.1%
LPLA vs WST
+2,230.5%
-1,137.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.2% |
| 7D | +4.1% | -3.1% | +7.3% | +4.8% |
| 30D | -9.0% | +9.1% | -18.1% | -10.8% |
| 3M | -17.6% | +14.7% | -32.3% | -20.2% |
| 6M | -8.8% | +28.0% | -36.8% | -14.0% |
| YTD | -17.0% | +45.6% | -62.7% | -24.4% |
| 1Y | -20.4% | +45.7% | -66.1% | -27.6% |
| 3Y | +35.4% | +21.1% | +14.3% | +19.2% |
| 5Y | +79.7% | +0.3% | +79.4% | +63.4% |
| 10Y | +915.0% | +449.0% | +465.9% | +317.2% |
| All | +1,093.1% | +2,230.5% | -1,137.5% | +149.3% |
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