-9.5%
LVS vs WWD
+439.4%
-448.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +3.0% |
| 7D | -0.8% | +4.0% | -4.8% | -2.7% |
| 30D | +10.0% | +0.4% | +9.6% | +9.3% |
| 3M | -11.0% | -7.9% | -3.1% | -8.3% |
| 6M | -20.1% | -10.6% | -9.5% | -18.0% |
| YTD | -36.3% | +9.4% | -45.7% | -41.6% |
| 1Y | -36.8% | +25.7% | -62.6% | -46.3% |
| 3Y | -9.5% | +148.5% | -158.1% | -47.7% |
| 5Y | +9.3% | +189.5% | -180.2% | -43.1% |
| All | -9.5% | +439.4% | -448.8% | -65.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling