+35.2%
LYFT vs WPM
+267.3%
-232.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.4% |
| 7D | -8.4% | -0.6% | -7.8% | -8.3% |
| 30D | -7.6% | +14.4% | -22.0% | -11.2% |
| 3M | +11.7% | +37.0% | -25.2% | +1.9% |
| 6M | +15.1% | +4.1% | +11.0% | +12.4% |
| YTD | -20.9% | +31.7% | -52.6% | -29.4% |
| 1Y | -16.4% | +44.2% | -60.5% | -28.1% |
| 3Y | +35.2% | +265.5% | -230.3% | -24.2% |
| All | +35.2% | +267.3% | -232.1% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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