+9,994.1%
LSCC vs WST
+14,846.0%
-4,851.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.8% | +1.0% |
| 7D | +3.0% | +1.3% | +1.7% | +2.3% |
| 30D | -19.3% | +8.5% | -27.8% | -22.5% |
| 3M | -22.3% | +17.2% | -39.5% | -28.5% |
| 6M | -14.6% | +36.3% | -50.9% | -27.3% |
| YTD | +45.8% | +48.9% | -3.2% | +18.0% |
| 1Y | +69.6% | +42.9% | +26.7% | +40.0% |
| 3Y | +86.1% | +23.1% | +63.0% | +42.5% |
| 5Y | +30.7% | -4.4% | +35.1% | +12.2% |
| 10Y | +1,283.9% | +461.3% | +822.5% | +333.4% |
| All | +9,994.1% | +14,846.0% | -4,851.9% | +548.5% |
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 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