+52.3%
LVS vs WCC
+1,259.1%
-1,206.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -2.3% |
| 7D | -1.5% | +4.5% | -6.0% | -3.8% |
| 30D | -3.2% | -5.8% | +2.6% | -0.8% |
| 3M | -12.0% | -3.7% | -8.3% | -12.5% |
| 6M | -19.9% | +23.1% | -43.0% | -31.5% |
| YTD | -30.6% | +44.2% | -74.8% | -45.9% |
| 1Y | -17.7% | +62.1% | -79.8% | -40.6% |
| 3Y | -14.2% | +121.1% | -135.3% | -53.4% |
| 5Y | +9.6% | +214.0% | -204.3% | -56.0% |
| 10Y | +5.7% | +472.8% | -467.1% | -76.8% |
| All | +52.3% | +1,259.1% | -1,206.8% | -82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling