-17.7%
LVS vs WSM
+19.9%
-37.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.7% |
| 7D | -1.5% | -3.3% | +1.8% | -0.8% |
| 30D | -3.2% | -8.4% | +5.2% | -1.6% |
| 3M | -12.0% | +9.7% | -21.6% | -14.3% |
| 6M | -19.9% | +16.7% | -36.6% | -23.4% |
| YTD | -30.6% | +28.7% | -59.3% | -33.8% |
| 1Y | -17.7% | +13.7% | -31.4% | -21.2% |
| All | -17.7% | +19.9% | -37.6% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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