+134.0%
WFC vs LSCC
+1,398.6%
-1,264.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.4% | -6.6% | +0.2% |
| 7D | +0.1% | +19.3% | -19.2% | -3.5% |
| 30D | +2.9% | -9.6% | +12.6% | +4.3% |
| 3M | -1.4% | -12.4% | +11.0% | 0.0% |
| 6M | +14.3% | -10.5% | +24.8% | +13.5% |
| YTD | -6.2% | +54.8% | -61.0% | -18.4% |
| 1Y | +1.6% | +79.4% | -77.8% | -14.6% |
| 3Y | +126.9% | +109.6% | +17.3% | +73.4% |
| 5Y | +94.0% | +40.4% | +53.6% | +52.4% |
| 10Y | +134.0% | +1,379.1% | -1,245.0% | +9.5% |
| All | +134.0% | +1,398.6% | -1,264.5% | +9.5% |
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