-9.5%
LVS vs WAT
+82.3%
-91.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | -0.8% | +0.6% | -1.4% | -1.0% |
| 30D | +10.0% | +5.4% | +4.6% | +8.3% |
| 3M | -11.0% | +11.3% | -22.3% | -13.8% |
| 6M | -20.1% | +37.4% | -57.6% | -27.5% |
| YTD | -36.3% | +21.2% | -57.5% | -40.4% |
| 1Y | -36.8% | +21.3% | -58.2% | -40.9% |
| 3Y | -9.5% | +83.4% | -92.9% | -26.5% |
| All | -9.5% | +82.3% | -91.9% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling