+366.0%
WDC vs LVS
-19.9%
+385.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.1% |
| 7D | -4.3% | -3.5% | -0.8% | -3.4% |
| 30D | -1.5% | -6.2% | +4.7% | 0.0% |
| 3M | -15.5% | -14.8% | -0.7% | -11.5% |
| 6M | +66.5% | -20.9% | +87.3% | +78.3% |
| YTD | +159.9% | -33.0% | +192.9% | +191.2% |
| 1Y | +366.0% | -20.0% | +386.0% | +417.7% |
| All | +366.0% | -19.9% | +385.9% | +417.7% |
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