+8,042.8%
WFC vs LSCC
+9,784.2%
-1,741.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.1% | -8.1% | -2.2% |
| 7D | +0.6% | +13.0% | -12.3% | -1.5% |
| 30D | +4.6% | -19.8% | +24.4% | +7.7% |
| 3M | -3.6% | -18.4% | +14.8% | -1.4% |
| 6M | +5.6% | -16.1% | +21.7% | +6.2% |
| YTD | -8.5% | +42.7% | -51.2% | -16.5% |
| 1Y | -0.3% | +68.0% | -68.3% | -11.6% |
| 3Y | +116.4% | +85.8% | +30.6% | +81.4% |
| 5Y | +87.2% | +28.0% | +59.2% | +60.5% |
| 10Y | +145.8% | +1,255.1% | -1,109.3% | +38.2% |
| All | +8,042.8% | +9,784.2% | -1,741.5% | +2,409.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling