-11.2%
LYFT vs WSM
+35.8%
-46.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.2% | -0.6% | -2.9% |
| 7D | +8.7% | -0.5% | +9.2% | +9.1% |
| 30D | +13.2% | +7.1% | +6.1% | +10.6% |
| 3M | +8.3% | +4.5% | +3.8% | +6.8% |
| 6M | +26.6% | +44.4% | -17.8% | +12.0% |
| YTD | -7.9% | +46.8% | -54.7% | -13.9% |
| 1Y | -11.2% | +31.7% | -42.9% | -15.9% |
| All | -11.2% | +35.8% | -46.9% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling