+452.2%
WPM vs LPLA
+1,311.2%
-859.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -1.0% |
| 7D | +1.1% | -3.1% | +4.1% | +1.2% |
| 30D | +26.4% | -0.1% | +26.4% | +26.3% |
| 3M | +20.8% | +23.2% | -2.4% | +20.0% |
| 6M | +1.1% | +15.5% | -14.4% | +0.6% |
| YTD | +32.5% | +0.9% | +31.6% | +32.3% |
| 1Y | +51.5% | +0.2% | +51.4% | +51.3% |
| 3Y | +267.0% | +55.2% | +211.8% | +261.1% |
| 5Y | +250.1% | +145.4% | +104.7% | +237.4% |
| 10Y | +540.4% | +1,229.7% | -689.3% | +469.0% |
| All | +452.2% | +1,311.2% | -859.0% | +361.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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