-80.4%
LYFT vs WCN
+88.9%
-169.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -8.4% | -3.1% | -5.3% | -6.5% |
| 30D | -7.6% | -3.4% | -4.2% | -5.5% |
| 3M | +11.7% | +3.0% | +8.8% | +9.3% |
| 6M | +15.1% | -3.8% | +18.9% | +16.4% |
| YTD | -20.9% | -8.3% | -12.6% | -17.6% |
| 1Y | -16.4% | -9.7% | -6.6% | -12.6% |
| 3Y | +35.2% | +17.2% | +18.1% | +14.6% |
| 5Y | -69.4% | +25.3% | -94.6% | -76.2% |
| All | -80.4% | +88.9% | -169.4% | -88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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