+112.4%
WFC vs LSCC
+1,351.6%
-1,239.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.8% | +1.4% |
| 7D | +2.5% | +7.0% | -4.5% | +1.0% |
| 30D | +7.0% | -2.3% | +9.3% | +6.6% |
| 3M | -1.8% | -12.5% | +10.8% | -0.5% |
| 6M | +18.4% | -10.6% | +29.0% | +17.4% |
| YTD | -5.6% | +52.7% | -58.3% | -17.8% |
| 1Y | +3.9% | +74.0% | -70.1% | -12.2% |
| 3Y | +126.3% | +104.8% | +21.5% | +73.5% |
| 5Y | +91.1% | +36.2% | +54.9% | +50.9% |
| All | +112.4% | +1,351.6% | -1,239.1% | -2.0% |
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