-3.3%
LVS vs WU
-39.1%
+35.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.3% |
| 7D | -3.5% | -3.5% | 0.0% | -2.1% |
| 30D | -6.2% | -2.9% | -3.3% | -5.2% |
| 3M | -14.8% | -2.3% | -12.6% | -15.8% |
| 6M | -20.9% | -25.4% | +4.5% | -12.7% |
| YTD | -33.0% | -21.2% | -11.8% | -28.1% |
| 1Y | -20.0% | -8.9% | -11.2% | -20.3% |
| 3Y | -6.9% | -29.0% | +22.0% | +0.9% |
| 5Y | +9.1% | -50.7% | +59.8% | +39.0% |
| All | -3.3% | -39.1% | +35.8% | +10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling