+1,467.6%
LYV vs WWD
+2,753.3%
-1,285.8%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +0.8% |
| 7D | -4.2% | -2.9% | -1.3% | -2.7% |
| 30D | -7.2% | -6.6% | -0.6% | -4.0% |
| 3M | +1.5% | -9.3% | +10.9% | +5.4% |
| 6M | +2.7% | -13.6% | +16.4% | +8.3% |
| YTD | +19.4% | +10.4% | +9.0% | +8.5% |
| 1Y | -0.5% | +39.9% | -40.4% | -21.7% |
| 3Y | +110.1% | +165.0% | -54.9% | +10.1% |
| 5Y | +97.6% | +183.8% | -86.2% | -2.3% |
| 10Y | +560.2% | +486.6% | +73.6% | +100.8% |
| All | +1,467.6% | +2,753.3% | -1,285.8% | +139.5% |
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