+48.7%
LVS vs WSM
+1,872.9%
-1,824.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.4% |
| 7D | -2.7% | +2.6% | -5.3% | -3.6% |
| 30D | -4.7% | -9.3% | +4.6% | -1.4% |
| 3M | -15.6% | +7.1% | -22.7% | -18.1% |
| 6M | -18.6% | +21.7% | -40.4% | -24.9% |
| YTD | -32.3% | +28.7% | -61.0% | -38.9% |
| 1Y | -18.0% | +13.9% | -31.9% | -23.2% |
| 3Y | -5.8% | +232.2% | -238.0% | -44.7% |
| 5Y | +5.7% | +176.4% | -170.7% | -37.4% |
| 10Y | 0.0% | +1,072.4% | -1,072.4% | -72.4% |
| All | +48.7% | +1,872.9% | -1,824.2% | -72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling