-5.8%
LVS vs WWD
+167.9%
-173.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -2.7% | +0.6% | -3.4% | -2.9% |
| 30D | -4.7% | -5.1% | +0.4% | -3.4% |
| 3M | -15.6% | -11.2% | -4.3% | -13.6% |
| 6M | -18.6% | -12.0% | -6.6% | -17.0% |
| YTD | -32.3% | +12.0% | -44.2% | -36.5% |
| 1Y | -18.0% | +42.8% | -60.8% | -29.7% |
| All | -5.8% | +167.9% | -173.8% | -34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling