+142.9%
WFC vs LSCC
+1,244.7%
-1,101.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.6% | -1.8% |
| 7D | +1.2% | +13.0% | -11.7% | -1.3% |
| 30D | +5.2% | -19.8% | +25.0% | +9.1% |
| 3M | -3.0% | -18.4% | +15.4% | -0.3% |
| 6M | +6.2% | -16.1% | +22.3% | +6.7% |
| YTD | -7.9% | +42.7% | -50.6% | -18.6% |
| 1Y | +0.3% | +68.0% | -67.7% | -14.6% |
| 3Y | +117.7% | +85.8% | +31.9% | +70.6% |
| 5Y | +88.4% | +28.0% | +60.3% | +50.9% |
| All | +142.9% | +1,244.7% | -1,101.8% | +15.2% |
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