+410.5%
WFC vs LVS
+67.7%
+342.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -2.0% |
| 7D | +1.1% | +0.3% | +0.7% | +1.0% |
| 30D | +0.8% | -3.9% | +4.7% | +1.9% |
| 3M | +9.3% | -12.9% | +22.1% | +13.2% |
| 6M | +10.6% | -16.9% | +27.6% | +15.7% |
| YTD | -4.1% | -31.2% | +27.2% | +5.0% |
| 1Y | +13.6% | -16.4% | +30.0% | +17.0% |
| 3Y | +130.7% | -4.4% | +135.2% | +123.7% |
| 5Y | +126.7% | +6.7% | +120.1% | +103.0% |
| 10Y | +132.1% | +1.4% | +130.7% | +104.6% |
| All | +410.5% | +67.7% | +342.8% | +217.4% |
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 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