+118.2%
WFC vs LSCC
+1,333.6%
-1,215.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.8% |
| 7D | +0.9% | +5.0% | -4.2% | -0.2% |
| 30D | +3.3% | -11.7% | +15.0% | +5.1% |
| 3M | -1.4% | -13.3% | +11.9% | +0.1% |
| 6M | +14.7% | -12.5% | +27.2% | +14.4% |
| YTD | -5.9% | +51.2% | -57.1% | -17.8% |
| 1Y | +1.8% | +65.9% | -64.1% | -12.9% |
| 3Y | +124.9% | +95.3% | +29.6% | +74.5% |
| 5Y | +92.7% | +38.6% | +54.1% | +51.7% |
| 10Y | +118.2% | +1,352.3% | -1,234.1% | +2.3% |
| All | +118.2% | +1,333.6% | -1,215.4% | +2.3% |
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