+1,006.1%
WDC vs LVS
+5.3%
+1,000.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.6% |
| 7D | +7.5% | -2.7% | +10.2% | +8.5% |
| 30D | +10.1% | -4.7% | +14.7% | +11.6% |
| 3M | -6.8% | -15.6% | +8.8% | -1.8% |
| 6M | +84.1% | -18.6% | +102.8% | +96.1% |
| YTD | +180.3% | -32.3% | +212.5% | +217.5% |
| 1Y | +411.1% | -18.0% | +429.1% | +438.9% |
| 3Y | +1,375.0% | -5.8% | +1,380.8% | +1,322.2% |
| All | +1,006.1% | +5.3% | +1,000.8% | +875.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling