+3,546.5%
LRCX vs WST
+341.6%
+3,204.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.2% | -7.8% | -6.5% |
| 7D | +1.8% | +0.4% | +1.4% | +1.6% |
| 30D | -4.3% | -2.0% | -2.3% | -3.7% |
| 3M | -7.3% | +4.1% | -11.4% | -9.1% |
| 6M | +38.6% | +47.4% | -8.9% | +18.4% |
| YTD | +74.4% | +25.4% | +49.0% | +57.8% |
| 1Y | +179.1% | +35.3% | +143.8% | +143.8% |
| 3Y | +357.7% | -11.7% | +369.4% | +331.9% |
| 5Y | +424.9% | -24.0% | +448.9% | +419.1% |
| All | +3,546.5% | +341.6% | +3,204.8% | +1,203.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling