+1,379.1%
LSCC vs WSM
+1,313.8%
+65.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +3.0% | +5.4% | +7.3% |
| 7D | +19.3% | +0.9% | +18.5% | +18.9% |
| 30D | -9.6% | +8.6% | -18.2% | -12.8% |
| 3M | -12.4% | +4.2% | -16.7% | -14.3% |
| 6M | -10.5% | +44.6% | -55.1% | -23.2% |
| YTD | +54.8% | +48.5% | +6.3% | +31.2% |
| 1Y | +79.4% | +34.7% | +44.7% | +57.6% |
| 3Y | +109.6% | +271.0% | -161.5% | +24.5% |
| 5Y | +40.4% | +180.9% | -140.6% | -12.3% |
| 10Y | +1,379.1% | +1,235.4% | +143.7% | +463.8% |
| All | +1,379.1% | +1,313.8% | +65.2% | +463.8% |
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 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