+39.7%
LVS vs WEC
+1,291.7%
-1,252.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.3% |
| 7D | -0.8% | +2.3% | -3.2% | -1.7% |
| 30D | +10.0% | +11.1% | -1.1% | +5.4% |
| 3M | -11.0% | +8.4% | -19.5% | -14.0% |
| 6M | -20.1% | +7.5% | -27.7% | -22.8% |
| YTD | -36.3% | +15.3% | -51.7% | -40.4% |
| 1Y | -36.8% | +9.7% | -46.6% | -39.7% |
| 3Y | -9.5% | +64.7% | -74.2% | -27.9% |
| 5Y | +9.3% | +57.3% | -48.0% | -14.0% |
| 10Y | -11.0% | +195.9% | -206.8% | -59.9% |
| All | +39.7% | +1,291.7% | -1,252.0% | -85.2% |
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