+7.4%
LVS vs WING
+637.4%
-630.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -0.8% | -2.5% | +1.7% | -0.5% |
| 30D | +10.0% | +29.5% | -19.5% | +4.9% |
| 3M | -11.0% | +40.2% | -51.2% | -16.7% |
| 6M | -20.1% | +32.7% | -52.9% | -25.1% |
| YTD | -36.3% | -32.8% | -3.5% | -33.7% |
| 1Y | -36.8% | -31.7% | -5.1% | -34.6% |
| 3Y | -9.5% | -24.7% | +15.2% | -13.5% |
| 5Y | +9.3% | -0.5% | +9.8% | -6.8% |
| 10Y | -11.0% | +647.5% | -658.4% | -54.5% |
| All | +7.4% | +637.4% | -630.0% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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