+137.0%
WFC vs LSCC
+1,772.4%
-1,635.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.5% |
| 7D | +3.8% | +1.3% | +2.5% | +3.5% |
| 30D | +1.5% | -9.7% | +11.1% | +3.3% |
| 3M | +10.9% | -23.7% | +34.6% | +15.2% |
| 6M | +8.4% | +26.5% | -18.1% | +0.6% |
| YTD | -1.9% | +57.5% | -59.4% | -13.8% |
| 1Y | +12.3% | +75.7% | -63.3% | -4.2% |
| 3Y | +132.3% | +19.5% | +112.9% | +103.2% |
| 5Y | +130.1% | +83.8% | +46.3% | +72.4% |
| All | +137.0% | +1,772.4% | -1,635.4% | +13.4% |
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