+52.3%
LVS vs WWD
+3,357.1%
-3,304.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.9% |
| 7D | -1.5% | +1.3% | -2.8% | -2.3% |
| 30D | -3.2% | -7.2% | +3.9% | +0.8% |
| 3M | -12.0% | -3.8% | -8.1% | -11.8% |
| 6M | -19.9% | -9.9% | -10.0% | -17.7% |
| YTD | -30.6% | +14.8% | -45.5% | -39.0% |
| 1Y | -17.7% | +42.1% | -59.8% | -37.1% |
| 3Y | -14.2% | +170.8% | -185.0% | -58.1% |
| 5Y | +9.6% | +197.5% | -187.9% | -51.1% |
| 10Y | +5.7% | +477.8% | -472.1% | -73.3% |
| All | +52.3% | +3,357.1% | -3,304.8% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling