+48.7%
LVS vs WAB
+2,946.4%
-2,897.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -0.6% |
| 7D | -2.7% | +0.2% | -3.0% | -2.9% |
| 30D | -4.7% | -4.6% | -0.1% | -1.9% |
| 3M | -15.6% | +5.6% | -21.2% | -19.7% |
| 6M | -18.6% | +13.8% | -32.4% | -27.0% |
| YTD | -32.3% | +31.9% | -64.1% | -45.0% |
| 1Y | -18.0% | +48.3% | -66.3% | -38.7% |
| 3Y | -5.8% | +167.1% | -173.0% | -53.7% |
| 5Y | +5.7% | +222.9% | -217.1% | -54.6% |
| 10Y | 0.0% | +289.9% | -289.9% | -67.4% |
| All | +48.7% | +2,946.4% | -2,897.7% | -86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling