+92.7%
WFC vs LSCC
+40.9%
+51.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.7% |
| 7D | +0.9% | +5.0% | -4.2% | 0.0% |
| 30D | +3.3% | -11.7% | +15.0% | +4.8% |
| 3M | -1.4% | -13.3% | +11.9% | 0.0% |
| 6M | +14.7% | -12.5% | +27.2% | +14.4% |
| YTD | -5.9% | +51.2% | -57.1% | -16.6% |
| 1Y | +1.8% | +65.9% | -64.1% | -11.5% |
| 3Y | +124.9% | +95.3% | +29.6% | +78.1% |
| 5Y | +92.7% | +38.6% | +54.1% | +51.6% |
| All | +92.7% | +40.9% | +51.8% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling