+1,394.6%
WDC vs LVS
-6.8%
+1,401.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.5% |
| 7D | +7.5% | -2.7% | +10.2% | +8.4% |
| 30D | +10.1% | -4.7% | +14.7% | +11.6% |
| 3M | -6.8% | -15.6% | +8.8% | -1.7% |
| 6M | +84.1% | -18.6% | +102.8% | +96.3% |
| YTD | +180.3% | -32.3% | +212.5% | +218.5% |
| 1Y | +411.1% | -18.0% | +429.1% | +441.1% |
| All | +1,394.6% | -6.8% | +1,401.4% | +1,270.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling