-3.3%
LVS vs WCC
+540.7%
-544.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.0% | -0.7% |
| 7D | -3.5% | +1.4% | -4.9% | -4.0% |
| 30D | -6.2% | -2.3% | -4.0% | -5.9% |
| 3M | -14.8% | +3.7% | -18.5% | -17.2% |
| 6M | -20.9% | +34.8% | -55.6% | -31.2% |
| YTD | -33.0% | +46.1% | -79.2% | -43.9% |
| 1Y | -20.0% | +62.7% | -82.8% | -36.1% |
| 3Y | -6.9% | +133.6% | -140.5% | -39.8% |
| 5Y | +9.1% | +226.1% | -217.0% | -42.2% |
| All | -3.3% | +540.7% | -544.0% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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