-31.8%
LVS vs WWD
+27.2%
-59.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.9% | +8.4% | +6.8% |
| 7D | +13.4% | +7.3% | +6.1% | +11.9% |
| 30D | +12.2% | -2.0% | +14.2% | +12.3% |
| 3M | -10.7% | -12.6% | +1.8% | -9.0% |
| 6M | -19.8% | -8.4% | -11.4% | -20.3% |
| YTD | -35.8% | +8.2% | -44.0% | -39.4% |
| 1Y | -31.8% | +26.5% | -58.3% | -38.5% |
| All | -31.8% | +27.2% | -59.0% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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