-38.4%
LVS vs WST
+49.4%
-87.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -1.3% | +1.1% | -2.3% | -1.3% |
| 30D | +12.2% | +12.4% | -0.2% | +11.7% |
| 3M | -11.3% | +17.6% | -28.9% | -11.7% |
| 6M | -21.6% | +28.3% | -49.9% | -22.3% |
| YTD | -36.6% | +50.5% | -87.1% | -38.7% |
| 1Y | -38.4% | +49.4% | -87.8% | -40.4% |
| All | -38.4% | +49.4% | -87.8% | -40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling