-8.8%
LVS vs WST
+23.5%
-32.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +6.7% | +1.4% | +5.3% | +6.4% |
| 30D | +13.8% | +12.7% | +1.1% | +11.6% |
| 3M | -9.5% | +17.2% | -26.6% | -11.8% |
| 6M | -22.0% | +26.7% | -48.7% | -25.2% |
| YTD | -35.7% | +50.3% | -86.0% | -40.4% |
| 1Y | -36.7% | +50.2% | -86.9% | -41.4% |
| 3Y | -8.8% | +21.7% | -30.6% | -23.6% |
| All | -8.8% | +23.5% | -32.3% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling