+157.1%
WAT vs LSCC
+1,763.3%
-1,606.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.4% |
| 7D | -1.3% | +1.3% | -2.6% | -1.6% |
| 30D | +2.3% | -9.7% | +12.0% | +4.3% |
| 3M | +8.7% | -23.7% | +32.5% | +13.6% |
| 6M | +28.3% | +26.5% | +1.8% | +19.2% |
| YTD | +7.8% | +57.5% | -49.7% | -5.3% |
| 1Y | +36.6% | +75.7% | -39.1% | +16.2% |
| 3Y | +45.7% | +19.5% | +26.2% | +27.4% |
| 5Y | -3.3% | +83.8% | -87.1% | -26.5% |
| All | +157.1% | +1,763.3% | -1,606.2% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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