+26,336.4%
WM vs LSCC
+10,808.2%
+15,528.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.4% |
| 7D | -0.3% | +1.3% | -1.6% | -0.4% |
| 30D | -2.4% | -9.7% | +7.3% | -1.6% |
| 3M | +0.4% | -23.7% | +24.1% | +2.0% |
| 6M | -9.5% | +26.5% | -36.0% | -12.6% |
| YTD | +0.5% | +57.5% | -57.0% | -5.2% |
| 1Y | -1.1% | +75.7% | -76.8% | -8.0% |
| 3Y | +46.0% | +19.5% | +26.6% | +36.7% |
| 5Y | +51.8% | +83.8% | -31.9% | +32.9% |
| 10Y | +307.5% | +1,772.4% | -1,464.9% | +173.5% |
| All | +26,336.4% | +10,808.2% | +15,528.1% | +11,271.9% |
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