+1,486.2%
LSCC vs WST
+451.8%
+1,034.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.1% | +10.3% | +10.3% |
| 7D | +14.5% | +1.1% | +13.4% | +14.2% |
| 30D | -0.1% | +12.4% | -12.4% | -4.4% |
| 3M | -2.7% | +17.6% | -20.2% | -8.9% |
| 6M | -4.8% | +28.3% | -33.1% | -14.1% |
| YTD | +66.9% | +50.5% | +16.4% | +40.5% |
| 1Y | +85.8% | +49.4% | +36.5% | +56.9% |
| 3Y | +115.6% | +21.9% | +93.7% | +75.6% |
| 5Y | +48.8% | +0.4% | +48.4% | +31.2% |
| All | +1,486.2% | +451.8% | +1,034.4% | +617.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling