+7,235.5%
WDC vs LVS
+69.2%
+7,166.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.3% | +6.2% | +5.9% |
| 7D | +1.7% | -1.5% | +3.2% | +2.1% |
| 30D | -10.0% | -3.2% | -6.7% | -9.3% |
| 3M | -18.8% | -12.0% | -6.8% | -16.5% |
| 6M | +79.0% | -19.9% | +98.9% | +88.4% |
| YTD | +171.6% | -30.6% | +202.2% | +196.0% |
| 1Y | +417.4% | -17.7% | +435.1% | +437.7% |
| 3Y | +1,251.8% | -14.2% | +1,266.0% | +1,268.4% |
| 5Y | +911.7% | +9.6% | +902.1% | +831.1% |
| 10Y | +1,399.6% | +5.7% | +1,394.0% | +1,305.3% |
| All | +7,235.5% | +69.2% | +7,166.3% | +5,049.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling