-9.5%
LVS vs WAB
+168.8%
-178.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +3.0% |
| 7D | -0.8% | +5.1% | -5.9% | -2.5% |
| 30D | +10.0% | +4.0% | +6.0% | +8.4% |
| 3M | -11.0% | +0.1% | -11.1% | -11.3% |
| 6M | -20.1% | +12.8% | -32.9% | -24.3% |
| YTD | -36.3% | +40.1% | -76.4% | -45.7% |
| 1Y | -36.8% | +46.4% | -83.2% | -47.3% |
| 3Y | -9.5% | +167.4% | -176.9% | -51.8% |
| All | -9.5% | +168.8% | -178.4% | -51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling