+1,466.7%
LYV vs WST
+3,179.3%
-1,712.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | -5.3% | -1.7% | -3.7% | -4.7% |
| 30D | -7.9% | -4.3% | -3.6% | -6.3% |
| 3M | +4.5% | +0.7% | +3.8% | +3.9% |
| 6M | +2.5% | +36.0% | -33.5% | -10.9% |
| YTD | +19.3% | +22.7% | -3.5% | +7.6% |
| 1Y | -0.2% | +34.1% | -34.3% | -14.2% |
| 3Y | +110.0% | -13.6% | +123.6% | +92.4% |
| 5Y | +96.8% | -26.0% | +122.8% | +84.9% |
| 10Y | +559.9% | +335.8% | +224.1% | +67.0% |
| All | +1,466.7% | +3,179.3% | -1,712.5% | +15.7% |
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