-3.3%
LVS vs GWW
+570.2%
-573.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.3% |
| 7D | -3.5% | -3.4% | -0.1% | -2.3% |
| 30D | -6.2% | -1.9% | -4.3% | -5.7% |
| 3M | -14.8% | -2.4% | -12.4% | -14.3% |
| 6M | -20.9% | +15.7% | -36.6% | -25.4% |
| YTD | -33.0% | +27.6% | -60.6% | -39.3% |
| 1Y | -20.0% | +27.2% | -47.2% | -27.5% |
| 3Y | -6.9% | +89.7% | -96.6% | -27.7% |
| 5Y | +9.1% | +223.9% | -214.8% | -32.3% |
| All | -3.3% | +570.2% | -573.5% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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