+35.2%
LYFT vs WCC
+130.1%
-94.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.7% | +0.7% |
| 7D | -8.4% | +1.5% | -9.9% | -8.9% |
| 30D | -7.6% | -2.1% | -5.5% | -7.3% |
| 3M | +11.7% | +3.8% | +7.9% | +8.6% |
| 6M | +15.1% | +35.0% | -19.9% | -2.0% |
| YTD | -20.9% | +46.4% | -67.3% | -36.2% |
| 1Y | -16.4% | +63.0% | -79.4% | -36.7% |
| 3Y | +35.2% | +133.9% | -98.7% | -33.2% |
| All | +35.2% | +130.1% | -94.9% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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