+113.2%
WDC vs LVS
-31.5%
+144.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +6.5% | -13.3% | -8.1% |
| 7D | -18.3% | +13.4% | -31.7% | -20.9% |
| 30D | -26.7% | +12.2% | -38.9% | -28.8% |
| 3M | -40.9% | -10.7% | -30.2% | -38.9% |
| 6M | -26.8% | -19.8% | -6.9% | -20.7% |
| YTD | +88.2% | -35.8% | +124.0% | +125.6% |
| 1Y | +113.2% | -31.8% | +145.0% | +136.1% |
| All | +113.2% | -31.5% | +144.7% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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