+52.3%
LVS vs WEC
+1,143.6%
-1,091.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -1.5% | -0.3% | -1.2% | -1.4% |
| 30D | -3.2% | -1.3% | -1.9% | -2.8% |
| 3M | -12.0% | -3.9% | -8.1% | -10.8% |
| 6M | -19.9% | -8.3% | -11.6% | -17.6% |
| YTD | -30.6% | +3.1% | -33.7% | -32.0% |
| 1Y | -17.7% | +1.9% | -19.7% | -19.2% |
| 3Y | -14.2% | +41.9% | -56.1% | -27.5% |
| 5Y | +9.6% | +30.8% | -21.2% | -6.9% |
| 10Y | +5.7% | +141.9% | -136.3% | -46.9% |
| All | +52.3% | +1,143.6% | -1,091.3% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling