+336.4%
WM vs LVS
-13.2%
+349.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | +1.2% | +11.1% | -9.9% | +0.1% |
| 30D | +13.1% | +14.7% | -1.6% | +11.5% |
| 3M | +3.6% | -10.9% | +14.6% | +4.8% |
| 6M | +8.1% | -22.3% | +30.4% | +10.7% |
| YTD | +8.9% | -35.8% | +44.7% | +13.5% |
| 1Y | +20.3% | -33.5% | +53.8% | +24.9% |
| 3Y | +46.2% | -11.7% | +57.9% | +45.0% |
| 5Y | +59.9% | +2.6% | +57.3% | +51.9% |
| All | +336.4% | -13.2% | +349.6% | +316.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling