-20.0%
LVS vs WSM
+12.7%
-32.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | -3.5% | -0.5% | -2.9% | -3.4% |
| 30D | -6.2% | -7.7% | +1.5% | -4.8% |
| 3M | -14.8% | +3.8% | -18.6% | -15.9% |
| 6M | -20.9% | +22.7% | -43.5% | -25.1% |
| YTD | -33.0% | +28.0% | -61.1% | -36.0% |
| 1Y | -20.0% | +12.7% | -32.7% | -23.4% |
| All | -20.0% | +12.7% | -32.7% | -23.4% |
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