+349.9%
WELL vs LVS
-0.5%
+350.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.3% |
| 7D | -2.2% | -4.3% | +2.0% | -1.2% |
| 30D | +4.7% | -6.8% | +11.5% | +6.5% |
| 3M | +11.9% | -15.6% | +27.6% | +16.5% |
| 6M | +14.3% | -20.6% | +34.9% | +20.2% |
| YTD | +28.4% | -33.4% | +61.8% | +40.5% |
| 1Y | +42.3% | -20.1% | +62.4% | +47.4% |
| 3Y | +202.6% | -7.4% | +210.0% | +190.8% |
| 5Y | +206.5% | +8.5% | +198.0% | +158.5% |
| All | +349.9% | -0.5% | +350.5% | +288.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling