+3,549.0%
LRCX vs WSM
+1,071.8%
+2,477.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | -3.1% | -0.5% | -2.5% | -2.8% |
| 30D | -8.6% | -7.7% | -0.8% | -5.6% |
| 3M | -17.7% | +3.8% | -21.4% | -19.2% |
| 6M | +36.4% | +22.7% | +13.7% | +25.6% |
| YTD | +74.5% | +28.0% | +46.5% | +58.5% |
| 1Y | +159.4% | +12.7% | +146.7% | +146.7% |
| 3Y | +361.6% | +231.3% | +130.3% | +179.7% |
| 5Y | +425.2% | +177.2% | +248.1% | +226.3% |
| All | +3,549.0% | +1,071.8% | +2,477.3% | +1,247.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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