-9.5%
LVS vs WEC
+64.2%
-73.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.6% |
| 7D | -0.8% | +2.3% | -3.2% | -1.2% |
| 30D | +10.0% | +11.1% | -1.1% | +8.4% |
| 3M | -11.0% | +8.4% | -19.5% | -12.1% |
| 6M | -20.1% | +7.5% | -27.7% | -21.1% |
| YTD | -36.3% | +15.3% | -51.7% | -38.3% |
| 1Y | -36.8% | +9.7% | -46.6% | -38.0% |
| 3Y | -9.5% | +64.7% | -74.2% | -20.1% |
| All | -9.5% | +64.2% | -73.8% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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