+5.7%
LVS vs WEC
+30.7%
-24.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.6% | -1.4% |
| 7D | -2.7% | +0.4% | -3.1% | -2.7% |
| 30D | -4.7% | +0.9% | -5.6% | -4.8% |
| 3M | -15.6% | -5.3% | -10.2% | -15.3% |
| 6M | -18.6% | -6.6% | -12.1% | -18.3% |
| YTD | -32.3% | +3.3% | -35.5% | -32.7% |
| 1Y | -18.0% | +2.1% | -20.1% | -18.5% |
| 3Y | -5.8% | +39.6% | -45.4% | -8.3% |
| 5Y | +5.7% | +31.2% | -25.4% | -6.1% |
| All | +5.7% | +30.7% | -24.9% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling