+133.3%
WFC vs LVS
-6.8%
+140.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.2% |
| 7D | +0.4% | -2.7% | +3.2% | +1.0% |
| 30D | +2.5% | -4.7% | +7.1% | +3.3% |
| 3M | +10.0% | -15.6% | +25.6% | +13.4% |
| 6M | +15.1% | -18.6% | +33.7% | +19.3% |
| YTD | -2.2% | -32.3% | +30.1% | +4.9% |
| 1Y | +13.5% | -18.0% | +31.5% | +15.7% |
| All | +133.3% | -6.8% | +140.1% | +118.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling