+6.5%
LYV vs WSM
+19.9%
-13.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.6% |
| 7D | -4.5% | -3.3% | -1.2% | -3.9% |
| 30D | -5.5% | -8.4% | +2.9% | -3.9% |
| 3M | +7.8% | +9.7% | -1.9% | +5.8% |
| 6M | +9.4% | +16.7% | -7.3% | +5.1% |
| YTD | +21.8% | +28.7% | -6.9% | +16.1% |
| 1Y | +6.5% | +13.7% | -7.2% | -1.6% |
| All | +6.5% | +19.9% | -13.4% | -1.6% |
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