-11.3%
LVS vs WST
+452.9%
-464.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | -1.3% | +1.1% | -2.3% | -1.5% |
| 30D | +12.2% | +12.4% | -0.2% | +9.3% |
| 3M | -11.3% | +17.6% | -28.9% | -14.5% |
| 6M | -21.6% | +28.3% | -49.9% | -26.1% |
| YTD | -36.6% | +50.5% | -87.1% | -42.8% |
| 1Y | -38.4% | +49.4% | -87.8% | -44.4% |
| 3Y | -10.2% | +21.9% | -32.0% | -19.7% |
| 5Y | +9.4% | +0.4% | +9.1% | -0.1% |
| 10Y | -11.3% | +451.5% | -462.8% | -53.8% |
| All | -11.3% | +452.9% | -464.2% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling