-5.8%
LVS vs WCC
+129.2%
-135.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.2% |
| 7D | -2.7% | +6.8% | -9.5% | -4.3% |
| 30D | -4.7% | -3.0% | -1.7% | -4.2% |
| 3M | -15.6% | +0.2% | -15.8% | -16.4% |
| 6M | -18.6% | +33.2% | -51.8% | -26.4% |
| YTD | -32.3% | +45.8% | -78.1% | -40.5% |
| 1Y | -18.0% | +68.4% | -86.4% | -31.3% |
| All | -5.8% | +129.2% | -135.1% | -32.2% |
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