-3.3%
LVS vs WCN
+235.9%
-239.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -3.5% | -3.1% | -0.4% | -2.2% |
| 30D | -6.2% | -3.4% | -2.9% | -4.9% |
| 3M | -14.8% | +3.0% | -17.8% | -16.0% |
| 6M | -20.9% | -3.8% | -17.1% | -20.3% |
| YTD | -33.0% | -8.3% | -24.7% | -31.3% |
| 1Y | -20.0% | -9.7% | -10.3% | -17.6% |
| 3Y | -6.9% | +17.2% | -24.1% | -16.4% |
| 5Y | +9.1% | +25.3% | -16.2% | -7.1% |
| All | -3.3% | +235.9% | -239.2% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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