+13.8%
WFC vs LVS
-19.7%
+33.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.4% | -0.1% |
| 7D | +0.3% | -4.3% | +4.6% | +0.6% |
| 30D | +2.3% | -6.8% | +9.1% | +2.8% |
| 3M | +9.8% | -15.6% | +25.4% | +11.0% |
| 6M | +15.6% | -20.6% | +36.2% | +17.3% |
| YTD | -2.4% | -33.4% | +31.0% | -0.1% |
| 1Y | +13.8% | -20.1% | +34.0% | +11.4% |
| All | +13.8% | -19.7% | +33.5% | +11.4% |
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