+482.1%
WWD vs LPLA
+1,251.7%
-769.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +0.5% |
| 7D | -2.6% | -1.5% | -1.0% | -1.9% |
| 30D | -6.9% | -6.0% | -0.9% | -4.4% |
| 3M | -13.0% | +24.0% | -37.1% | -21.5% |
| 6M | -12.5% | +17.0% | -29.4% | -19.4% |
| YTD | +11.8% | -0.7% | +12.5% | +10.0% |
| 1Y | +41.1% | +2.1% | +38.9% | +35.7% |
| 3Y | +163.1% | +48.7% | +114.4% | +102.9% |
| 5Y | +187.6% | +151.2% | +36.4% | +52.2% |
| All | +482.1% | +1,251.7% | -769.6% | +57.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling