+50.9%
LVS vs WCN
+1,673.3%
-1,622.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.1% |
| 7D | +0.3% | -0.4% | +0.8% | +0.6% |
| 30D | -3.9% | -2.1% | -1.8% | -2.4% |
| 3M | -12.9% | +6.4% | -19.2% | -17.1% |
| 6M | -16.9% | -3.7% | -13.3% | -16.5% |
| YTD | -31.2% | -6.4% | -24.9% | -29.7% |
| 1Y | -16.4% | -7.9% | -8.5% | -14.1% |
| 3Y | -4.4% | +20.8% | -25.2% | -22.3% |
| 5Y | +6.7% | +29.0% | -22.3% | -20.6% |
| 10Y | +1.4% | +236.4% | -234.9% | -69.0% |
| All | +50.9% | +1,673.3% | -1,622.3% | -91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling