+770.0%
WDC vs LVS
-9.1%
+779.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.7% | -7.7% | -5.8% |
| 7D | +12.1% | -0.8% | +12.9% | +12.2% |
| 30D | -18.8% | +10.0% | -28.8% | -21.8% |
| 3M | -39.3% | -11.0% | -28.3% | -37.2% |
| 6M | -40.1% | -20.1% | -20.0% | -35.8% |
| YTD | +71.8% | -36.3% | +108.1% | +99.4% |
| 1Y | +88.5% | -36.8% | +125.3% | +119.6% |
| 3Y | +770.0% | -9.5% | +779.5% | +685.0% |
| All | +770.0% | -9.1% | +779.1% | +685.0% |
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 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