-4.4%
LVS vs WAT
+52.7%
-57.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.5% |
| 7D | +0.3% | -0.7% | +1.0% | +0.5% |
| 30D | -3.9% | -1.0% | -2.9% | -3.7% |
| 3M | -12.9% | +10.9% | -23.7% | -15.5% |
| 6M | -16.9% | +33.2% | -50.1% | -24.0% |
| YTD | -31.2% | +6.1% | -37.3% | -33.1% |
| 1Y | -16.4% | +30.2% | -46.6% | -23.5% |
| All | -4.4% | +52.7% | -57.1% | -15.2% |
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