-3.3%
LVS vs WAB
+296.8%
-300.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | 0.0% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | -6.2% | -4.1% | -2.2% | -4.3% |
| 3M | -14.8% | +8.2% | -23.0% | -19.1% |
| 6M | -20.9% | +15.4% | -36.3% | -28.0% |
| YTD | -33.0% | +33.1% | -66.2% | -43.7% |
| 1Y | -20.0% | +48.1% | -68.1% | -36.7% |
| 3Y | -6.9% | +167.7% | -174.7% | -47.8% |
| 5Y | +9.1% | +225.7% | -216.6% | -45.2% |
| All | -3.3% | +296.8% | -300.1% | -58.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling