-7.4%
LVS vs WSM
+226.4%
-233.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.3% |
| 7D | -4.3% | +0.4% | -4.7% | -4.4% |
| 30D | -6.8% | -10.7% | +3.9% | -4.5% |
| 3M | -15.6% | +8.5% | -24.1% | -17.5% |
| 6M | -20.6% | +19.6% | -40.2% | -24.3% |
| YTD | -33.4% | +26.6% | -60.0% | -37.3% |
| 1Y | -20.1% | +12.0% | -32.1% | -23.0% |
| All | -7.4% | +226.4% | -233.9% | -27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling