+416.0%
LRCX vs WSM
+175.3%
+240.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.2% |
| 3M | -17.7% | +3.8% | -21.4% | -19.4% |
| 6M | +36.4% | +22.7% | +13.7% | +24.0% |
| YTD | +74.5% | +28.0% | +46.5% | +56.1% |
| 1Y | +159.4% | +12.7% | +146.7% | +144.3% |
| 3Y | +361.6% | +231.3% | +130.3% | +156.7% |
| All | +416.0% | +175.3% | +240.8% | +183.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling