-31.8%
LVS vs WU
-18.0%
-13.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.4% | +1.0% | +5.8% |
| 7D | +13.4% | +8.2% | +5.2% | +12.4% |
| 30D | +12.2% | +8.0% | +4.2% | +11.1% |
| 3M | -10.7% | -6.6% | -4.1% | -10.5% |
| 6M | -19.8% | -23.3% | +3.4% | -17.7% |
| YTD | -35.8% | -22.4% | -13.4% | -34.0% |
| 1Y | -31.8% | -18.0% | -13.8% | -29.5% |
| All | -31.8% | -18.0% | -13.8% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1y: compounded portfolio wealth divided by compounded WU 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…
1y analysis · Full analysis span regression · 6 months rolling