-80.8%
LYFT vs WST
+224.7%
-305.5%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.3% |
| 7D | -13.1% | +0.4% | -13.5% | -13.2% |
| 30D | -14.4% | -2.0% | -12.3% | -14.0% |
| 3M | +12.2% | +4.1% | +8.1% | +11.0% |
| 6M | +13.4% | +47.4% | -34.1% | +2.4% |
| YTD | -22.5% | +25.4% | -47.9% | -27.2% |
| 1Y | -20.8% | +35.3% | -56.1% | -27.5% |
| 3Y | +38.8% | -11.7% | +50.5% | +34.2% |
| 5Y | -70.0% | -24.0% | -46.0% | -71.9% |
| All | -80.8% | +224.7% | -305.5% | -87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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