+306.4%
WM vs LVS
+3.8%
+302.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -0.3% | -1.5% | +1.2% | -0.2% |
| 30D | -2.4% | -3.2% | +0.9% | -2.1% |
| 3M | +0.4% | -12.0% | +12.4% | +1.7% |
| 6M | -9.5% | -19.9% | +10.4% | -7.7% |
| YTD | +0.5% | -30.6% | +31.1% | +4.0% |
| 1Y | -1.1% | -17.7% | +16.7% | +0.2% |
| 3Y | +46.0% | -14.2% | +60.2% | +45.4% |
| 5Y | +51.8% | +9.6% | +42.2% | +43.0% |
| All | +306.4% | +3.8% | +302.6% | +277.0% |
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