+21.5%
LYV vs WST
+47.3%
-25.8%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | +6.2% | +1.3% | +4.9% | +6.0% |
| 30D | +7.3% | +8.5% | -1.2% | +5.9% |
| 3M | -0.3% | +17.2% | -17.5% | -2.8% |
| 6M | +16.2% | +36.3% | -20.0% | +10.4% |
| YTD | +28.5% | +48.9% | -20.4% | +20.5% |
| 1Y | +21.5% | +42.9% | -21.4% | +16.3% |
| All | +21.5% | +47.3% | -25.8% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling