+400.7%
WFC vs LVS
+51.2%
+349.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.6% |
| 7D | +1.7% | -3.9% | +5.6% | +2.8% |
| 30D | +6.8% | +7.1% | -0.2% | +4.8% |
| 3M | -3.0% | -13.2% | +10.2% | +0.6% |
| 6M | +15.4% | -22.8% | +38.2% | +23.1% |
| YTD | -5.9% | -38.0% | +32.1% | +5.8% |
| 1Y | +1.7% | -39.5% | +41.1% | +14.9% |
| 3Y | +124.9% | -12.2% | +137.1% | +123.0% |
| 5Y | +90.5% | +6.4% | +84.0% | +71.4% |
| 10Y | +117.8% | -13.3% | +131.1% | +100.2% |
| All | +400.7% | +51.2% | +349.4% | +219.7% |
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 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