-80.4%
LYFT vs WSM
+821.8%
-902.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.5% |
| 7D | -8.4% | -0.5% | -7.8% | -8.1% |
| 30D | -7.6% | -7.7% | +0.1% | -4.1% |
| 3M | +11.7% | +3.8% | +8.0% | +9.6% |
| 6M | +15.1% | +22.7% | -7.6% | +3.3% |
| YTD | -20.9% | +28.0% | -48.9% | -30.5% |
| 1Y | -16.4% | +12.7% | -29.1% | -22.7% |
| 3Y | +35.2% | +231.3% | -196.1% | -34.7% |
| 5Y | -69.4% | +177.2% | -246.6% | -84.5% |
| All | -80.4% | +821.8% | -902.3% | -96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling