-18.0%
LVS vs WST
+33.7%
-51.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.4% |
| 7D | -2.7% | -1.7% | -1.1% | -2.5% |
| 30D | -4.7% | -4.3% | -0.4% | -4.1% |
| 3M | -15.6% | +0.7% | -16.3% | -15.9% |
| 6M | -18.6% | +36.0% | -54.7% | -25.0% |
| YTD | -32.3% | +22.7% | -55.0% | -35.3% |
| 1Y | -18.0% | +34.1% | -52.1% | -24.9% |
| All | -18.0% | +33.7% | -51.8% | -24.9% |
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