+3.9%
WFC vs LVS
-37.7%
+41.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | +0.1% |
| 7D | +2.5% | -0.8% | +3.3% | +2.6% |
| 30D | +7.0% | +10.0% | -3.0% | +6.1% |
| 3M | -1.8% | -11.0% | +9.3% | -1.5% |
| 6M | +18.4% | -20.1% | +38.5% | +19.1% |
| YTD | -5.6% | -36.3% | +30.7% | -5.2% |
| 1Y | +3.9% | -36.8% | +40.7% | +4.3% |
| All | +3.9% | -37.7% | +41.5% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling