+6.4%
LVS vs WPM
+263.6%
-257.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.5% | +0.3% |
| 7D | -3.5% | -0.6% | -2.9% | -3.4% |
| 30D | -6.2% | +14.4% | -20.7% | -8.0% |
| 3M | -14.8% | +37.0% | -51.8% | -18.7% |
| 6M | -20.9% | +4.1% | -25.0% | -21.8% |
| YTD | -33.0% | +31.7% | -64.8% | -36.5% |
| 1Y | -20.0% | +44.2% | -64.2% | -25.5% |
| 3Y | -6.9% | +265.5% | -272.4% | -29.7% |
| All | +6.4% | +263.6% | -257.2% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling