-80.4%
LYFT vs WWD
+271.1%
-351.5%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.2% |
| 7D | -8.4% | -2.6% | -5.8% | -6.9% |
| 30D | -7.6% | -6.9% | -0.7% | -3.8% |
| 3M | +11.7% | -13.0% | +24.8% | +19.7% |
| 6M | +15.1% | -12.5% | +27.6% | +20.4% |
| YTD | -20.9% | +11.8% | -32.8% | -30.6% |
| 1Y | -16.4% | +41.1% | -57.4% | -38.4% |
| 3Y | +35.2% | +163.1% | -127.8% | -38.1% |
| 5Y | -69.4% | +187.6% | -257.0% | -87.4% |
| All | -80.4% | +271.1% | -351.5% | -93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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