+39.7%
LVS vs WAB
+3,136.4%
-3,096.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +3.2% |
| 7D | -0.8% | +5.1% | -5.9% | -4.1% |
| 30D | +10.0% | +4.0% | +6.0% | +6.8% |
| 3M | -11.0% | +0.1% | -11.1% | -11.6% |
| 6M | -20.1% | +12.8% | -32.9% | -27.8% |
| YTD | -36.3% | +40.1% | -76.4% | -50.6% |
| 1Y | -36.8% | +46.4% | -83.2% | -52.4% |
| 3Y | -9.5% | +167.4% | -176.9% | -55.6% |
| 5Y | +9.3% | +215.0% | -205.7% | -52.4% |
| 10Y | -11.0% | +269.2% | -280.1% | -69.6% |
| All | +39.7% | +3,136.4% | -3,096.6% | -87.6% |
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