+1,351.6%
LSCC vs WSM
+1,131.4%
+220.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.5% | -6.9% | -6.0% |
| 7D | +7.0% | 0.0% | +7.0% | +7.0% |
| 30D | -2.3% | +5.1% | -7.4% | -4.6% |
| 3M | -12.5% | +5.1% | -17.6% | -14.6% |
| 6M | -10.6% | +48.6% | -59.2% | -24.1% |
| YTD | +52.7% | +44.2% | +8.5% | +30.8% |
| 1Y | +74.0% | +38.1% | +35.9% | +51.3% |
| 3Y | +104.8% | +257.2% | -152.4% | +23.3% |
| 5Y | +36.2% | +165.1% | -128.9% | -13.3% |
| All | +1,351.6% | +1,131.4% | +220.2% | +458.7% |
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