-9.5%
LVS vs WCC
+134.5%
-144.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +3.0% |
| 7D | -0.8% | +9.9% | -10.8% | -2.9% |
| 30D | +10.0% | -8.4% | +18.4% | +11.3% |
| 3M | -11.0% | -10.3% | -0.7% | -10.0% |
| 6M | -20.1% | -10.5% | -9.7% | -19.9% |
| YTD | -36.3% | +32.2% | -68.5% | -43.3% |
| 1Y | -36.8% | +25.5% | -62.4% | -43.0% |
| 3Y | -9.5% | +134.7% | -144.2% | -39.3% |
| All | -9.5% | +134.5% | -144.0% | -39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling