-3.3%
LVS vs WTW
+198.0%
-201.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -3.5% | -5.7% | +2.2% | -1.1% |
| 30D | -6.2% | -7.3% | +1.0% | -3.2% |
| 3M | -14.8% | +21.5% | -36.3% | -21.9% |
| 6M | -20.9% | +9.6% | -30.5% | -24.7% |
| YTD | -33.0% | -3.3% | -29.8% | -33.2% |
| 1Y | -20.0% | -6.1% | -13.9% | -19.3% |
| 3Y | -6.9% | +61.8% | -68.8% | -29.4% |
| 5Y | +9.1% | +42.7% | -33.6% | -12.8% |
| All | -3.3% | +198.0% | -201.4% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling