-2.2%
LVS vs WAT
+168.6%
-170.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -1.9% | -1.7% |
| 7D | -2.7% | -1.8% | -0.9% | -2.0% |
| 30D | -4.7% | -1.7% | -3.0% | -4.1% |
| 3M | -15.6% | +9.1% | -24.6% | -18.8% |
| 6M | -18.6% | +32.4% | -51.1% | -28.3% |
| YTD | -32.3% | +6.6% | -38.8% | -35.1% |
| 1Y | -18.0% | +34.7% | -52.7% | -29.2% |
| 3Y | -5.8% | +53.6% | -59.4% | -27.2% |
| 5Y | +5.7% | -4.1% | +9.8% | -0.4% |
| All | -2.2% | +168.6% | -170.8% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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