+78.1%
LVS vs WPM
+5,046.3%
-4,968.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.8% |
| 7D | -0.8% | -3.6% | +2.7% | 0.0% |
| 30D | +10.0% | +1.4% | +8.6% | +9.2% |
| 3M | -11.0% | -0.2% | -10.9% | -11.8% |
| 6M | -20.1% | -7.3% | -12.8% | -20.1% |
| YTD | -36.3% | +12.3% | -48.7% | -40.7% |
| 1Y | -36.8% | +24.9% | -61.7% | -43.0% |
| 3Y | -9.5% | +210.4% | -219.9% | -39.5% |
| 5Y | +9.3% | +210.4% | -201.0% | -28.8% |
| 10Y | -11.0% | +731.7% | -742.6% | -62.7% |
| All | +78.1% | +5,046.3% | -4,968.2% | -66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling