+1,795.0%
LSCC vs WSM
+1,015.9%
+779.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +5.2% | +2.6% | +2.6% | +4.2% |
| 30D | -9.6% | -9.5% | -0.1% | -6.1% |
| 3M | -17.8% | +12.9% | -30.7% | -22.0% |
| 6M | +37.4% | +23.0% | +14.4% | +26.2% |
| YTD | +59.7% | +28.9% | +30.8% | +43.6% |
| 1Y | +76.2% | +13.7% | +62.6% | +65.8% |
| 3Y | +28.2% | +232.6% | -204.4% | -20.5% |
| 5Y | +87.2% | +185.9% | -98.6% | +18.9% |
| 10Y | +1,795.0% | +998.6% | +796.4% | +659.6% |
| All | +1,795.0% | +1,015.9% | +779.1% | +659.6% |
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