+226.2%
WAT vs LSCC
+1,244.7%
-1,018.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.1% | -6.1% | -0.5% |
| 7D | -1.1% | +13.0% | -14.1% | -3.7% |
| 30D | +5.0% | -19.8% | +24.8% | +9.2% |
| 3M | +14.5% | -18.4% | +32.9% | +18.0% |
| 6M | +30.9% | -16.1% | +47.0% | +32.2% |
| YTD | +20.5% | +42.7% | -22.3% | +6.9% |
| 1Y | +23.3% | +68.0% | -44.7% | +5.2% |
| 3Y | +81.5% | +85.8% | -4.4% | +42.9% |
| 5Y | +33.4% | +28.0% | +5.3% | +7.8% |
| All | +226.2% | +1,244.7% | -1,018.5% | +57.8% |
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