+28,817.6%
WM vs LSCC
+9,994.1%
+18,823.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.4% | +1.5% |
| 7D | +5.9% | +3.0% | +3.0% | +5.5% |
| 30D | +15.4% | -19.3% | +34.7% | +17.1% |
| 3M | +6.3% | -22.3% | +28.6% | +8.0% |
| 6M | +5.6% | -14.6% | +20.2% | +5.4% |
| YTD | +9.9% | +45.8% | -35.8% | +3.9% |
| 1Y | +20.8% | +69.6% | -48.8% | +12.5% |
| 3Y | +48.5% | +86.1% | -37.6% | +33.0% |
| 5Y | +60.6% | +30.7% | +29.8% | +44.6% |
| 10Y | +349.8% | +1,283.9% | -934.1% | +209.7% |
| All | +28,817.6% | +9,994.1% | +18,823.5% | +12,358.5% |
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