-32.9%
LVS vs WETO
-99.3%
+66.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +0.4% |
| 7D | +11.4% | +4.5% | +6.9% | +11.4% |
| 30D | +13.6% | -17.7% | +31.4% | +13.6% |
| 3M | -10.0% | -83.1% | +73.0% | -9.9% |
| 6M | -20.6% | -98.3% | +77.8% | -20.0% |
| YTD | -35.5% | -99.0% | +63.5% | -33.3% |
| 1Y | -32.9% | -99.3% | +66.4% | -29.8% |
| All | -32.9% | -99.3% | +66.5% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling