+1,763.3%
LSCC vs WCC
+498.7%
+1,264.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.9% | -1.9% | +0.1% |
| 7D | +1.3% | +4.5% | -3.2% | -0.9% |
| 30D | -9.7% | -5.8% | -3.9% | -6.9% |
| 3M | -23.7% | -3.7% | -20.1% | -21.8% |
| 6M | +26.5% | +23.1% | +3.4% | +15.7% |
| YTD | +57.5% | +44.2% | +13.4% | +33.9% |
| 1Y | +75.7% | +62.1% | +13.6% | +41.2% |
| 3Y | +19.5% | +121.1% | -101.7% | -19.0% |
| 5Y | +83.8% | +214.0% | -130.2% | +6.0% |
| All | +1,763.3% | +498.7% | +1,264.7% | +674.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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