-3.8%
LVS vs WWD
+490.2%
-494.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.0% |
| 7D | -4.3% | -2.9% | -1.4% | -3.0% |
| 30D | -6.8% | -6.6% | -0.2% | -4.1% |
| 3M | -15.6% | -9.3% | -6.3% | -13.1% |
| 6M | -20.6% | -13.6% | -7.0% | -17.1% |
| YTD | -33.4% | +10.4% | -43.8% | -38.7% |
| 1Y | -20.1% | +39.9% | -60.0% | -35.2% |
| 3Y | -7.4% | +165.0% | -172.5% | -47.8% |
| 5Y | +8.5% | +183.8% | -175.3% | -42.3% |
| All | -3.8% | +490.2% | -494.1% | -62.6% |
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