+1,136.5%
WWD vs LPLA
+1,311.2%
-174.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +1.3% | -3.1% | +4.4% | +2.6% |
| 30D | -7.2% | -0.1% | -7.1% | -7.2% |
| 3M | -3.8% | +23.2% | -27.1% | -12.6% |
| 6M | -9.9% | +15.5% | -25.4% | -16.4% |
| YTD | +14.8% | +0.9% | +13.9% | +12.2% |
| 1Y | +42.1% | +0.2% | +41.9% | +37.8% |
| 3Y | +170.8% | +55.2% | +115.6% | +107.9% |
| 5Y | +197.5% | +145.4% | +52.1% | +70.5% |
| 10Y | +477.8% | +1,229.7% | -751.8% | +53.5% |
| All | +1,136.5% | +1,311.2% | -174.7% | +148.5% |
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