+75.7%
LSCC vs WST
+37.6%
+38.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.3% |
| 7D | +1.3% | +0.7% | +0.6% | +1.0% |
| 30D | -9.7% | -3.1% | -6.5% | -8.6% |
| 3M | -23.7% | +7.2% | -30.9% | -25.5% |
| 6M | +26.5% | +36.8% | -10.3% | +12.4% |
| YTD | +57.5% | +23.8% | +33.7% | +42.5% |
| 1Y | +75.7% | +37.8% | +37.9% | +60.1% |
| All | +75.7% | +37.6% | +38.1% | +60.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling