+296.4%
WBD vs LVS
+91.3%
+205.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -0.7% | +0.3% | -1.0% | -0.8% |
| 30D | +5.0% | -3.9% | +8.9% | +5.9% |
| 3M | +6.2% | -12.9% | +19.1% | +9.3% |
| 6M | +0.6% | -16.9% | +17.6% | +4.4% |
| YTD | -2.4% | -31.2% | +28.8% | +5.2% |
| 1Y | +127.7% | -16.4% | +144.1% | +133.4% |
| 3Y | +148.4% | -4.4% | +152.8% | +146.0% |
| 5Y | +4.2% | +6.7% | -2.4% | -0.7% |
| 10Y | +10.8% | +1.4% | +9.3% | +3.7% |
| All | +296.4% | +91.3% | +205.1% | +166.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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