+10,808.2%
LSCC vs WST
+12,330.1%
-1,521.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.4% |
| 7D | +1.3% | +0.7% | +0.6% | +1.0% |
| 30D | -9.7% | -3.1% | -6.5% | -8.3% |
| 3M | -23.7% | +7.2% | -30.9% | -26.4% |
| 6M | +26.5% | +36.8% | -10.3% | +7.6% |
| YTD | +57.5% | +23.8% | +33.7% | +40.2% |
| 1Y | +75.7% | +37.8% | +37.9% | +46.9% |
| 3Y | +19.5% | -15.9% | +35.4% | +11.8% |
| 5Y | +83.8% | -25.8% | +109.6% | +79.9% |
| 10Y | +1,772.4% | +319.6% | +1,452.8% | +580.8% |
| All | +10,808.2% | +12,330.1% | -1,521.9% | +670.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling