-3.7%
WDAY vs LYFT
-82.5%
+78.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.1% |
| 7D | -5.2% | -8.4% | +3.2% | -3.4% |
| 30D | +5.9% | -7.6% | +13.5% | +7.8% |
| 3M | +42.3% | +11.7% | +30.5% | +39.2% |
| 6M | +34.7% | +15.1% | +19.6% | +31.1% |
| YTD | -13.5% | -20.9% | +7.4% | -9.7% |
| 1Y | -18.1% | -16.4% | -1.7% | -16.1% |
| 3Y | -26.4% | +35.2% | -61.6% | -37.5% |
| 5Y | -30.6% | -69.4% | +38.8% | -25.4% |
| All | -3.7% | -82.5% | +78.7% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 10y: compounded portfolio wealth divided by compounded LYFT 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…
10y analysis · Full analysis span regression · 6 months rolling