-17.7%
LVS vs WAB
+48.2%
-65.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -1.5% | -3.2% | +1.7% | -1.1% |
| 30D | -3.2% | -4.4% | +1.2% | -2.7% |
| 3M | -12.0% | +7.9% | -19.8% | -13.4% |
| 6M | -19.9% | +8.7% | -28.6% | -22.2% |
| YTD | -30.6% | +33.0% | -63.6% | -37.2% |
| 1Y | -17.7% | +46.7% | -64.4% | -28.1% |
| All | -17.7% | +48.2% | -65.9% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling