+52.3%
LVS vs WST
+3,349.4%
-3,297.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -1.5% | +0.7% | -2.2% | -1.8% |
| 30D | -3.2% | -3.1% | -0.1% | -2.0% |
| 3M | -12.0% | +7.2% | -19.2% | -14.9% |
| 6M | -19.9% | +36.8% | -56.7% | -31.3% |
| YTD | -30.6% | +23.8% | -54.5% | -38.1% |
| 1Y | -17.7% | +37.8% | -55.5% | -30.4% |
| 3Y | -14.2% | -15.9% | +1.7% | -19.0% |
| 5Y | +9.6% | -25.8% | +35.5% | +4.6% |
| 10Y | +5.7% | +319.6% | -313.9% | -68.8% |
| All | +52.3% | +3,349.4% | -3,297.2% | -86.9% |
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 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