+41.2%
LVS vs WST
+4,085.9%
-4,044.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +6.7% | +1.4% | +5.3% | +6.0% |
| 30D | +13.8% | +12.7% | +1.1% | +8.1% |
| 3M | -9.5% | +17.2% | -26.6% | -15.6% |
| 6M | -22.0% | +26.7% | -48.7% | -30.1% |
| YTD | -35.7% | +50.3% | -86.0% | -47.3% |
| 1Y | -36.7% | +50.2% | -86.9% | -48.3% |
| 3Y | -8.8% | +21.7% | -30.6% | -27.4% |
| 5Y | +9.5% | +2.0% | +7.5% | -9.3% |
| 10Y | -10.9% | +451.1% | -462.0% | -76.9% |
| All | +41.2% | +4,085.9% | -4,044.6% | -88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling