+567.0%
WDC vs LVS
+8.6%
+558.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.7% | -7.7% | -5.9% |
| 7D | +12.1% | -0.8% | +12.9% | +12.2% |
| 30D | -18.8% | +10.0% | -28.8% | -21.9% |
| 3M | -39.3% | -11.0% | -28.3% | -37.3% |
| 6M | -40.1% | -20.1% | -20.0% | -36.0% |
| YTD | +71.8% | -36.3% | +108.1% | +98.4% |
| 1Y | +88.5% | -36.8% | +125.3% | +118.5% |
| 3Y | +770.0% | -9.5% | +779.5% | +745.6% |
| All | +567.0% | +8.6% | +558.3% | +483.0% |
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 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