+1,188.5%
WDC vs LVS
0.0%
+1,188.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.2% |
| 7D | -4.3% | -3.5% | -0.8% | -2.7% |
| 30D | -1.5% | -6.2% | +4.7% | +1.2% |
| 3M | -15.5% | -14.8% | -0.7% | -9.9% |
| 6M | +66.5% | -20.9% | +87.3% | +83.2% |
| YTD | +159.9% | -33.0% | +192.9% | +208.4% |
| 1Y | +366.0% | -20.0% | +386.0% | +403.6% |
| 3Y | +1,285.8% | -6.9% | +1,292.8% | +1,229.9% |
| 5Y | +925.6% | +9.1% | +916.5% | +724.7% |
| All | +1,188.5% | 0.0% | +1,188.5% | +1,039.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling