-9.5%
LVS vs WPM
+214.5%
-224.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.7% |
| 7D | -0.8% | -3.6% | +2.7% | -0.5% |
| 30D | +10.0% | +1.4% | +8.6% | +9.6% |
| 3M | -11.0% | -0.2% | -10.9% | -11.3% |
| 6M | -20.1% | -7.3% | -12.8% | -19.9% |
| YTD | -36.3% | +12.3% | -48.7% | -37.5% |
| 1Y | -36.8% | +24.9% | -61.7% | -38.6% |
| 3Y | -9.5% | +210.4% | -219.9% | -25.3% |
| All | -9.5% | +214.5% | -224.0% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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