+9.5%
LVS vs WST
+1.6%
+7.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +6.7% | +1.4% | +5.3% | +6.3% |
| 30D | +13.8% | +12.7% | +1.1% | +10.8% |
| 3M | -9.5% | +17.2% | -26.6% | -12.7% |
| 6M | -22.0% | +26.7% | -48.7% | -26.3% |
| YTD | -35.7% | +50.3% | -86.0% | -42.0% |
| 1Y | -36.7% | +50.2% | -86.9% | -42.9% |
| 3Y | -8.8% | +21.7% | -30.6% | -19.0% |
| 5Y | +9.5% | +2.0% | +7.5% | +4.0% |
| All | +9.5% | +1.6% | +7.9% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling