-4.0%
WDAY vs LYFT
-82.8%
+78.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -10.5% | -13.1% | +2.5% | -7.8% |
| 30D | +2.1% | -14.4% | +16.5% | +5.6% |
| 3M | +34.6% | +12.2% | +22.5% | +31.6% |
| 6M | +29.9% | +13.4% | +16.5% | +26.8% |
| YTD | -13.8% | -22.5% | +8.6% | -9.6% |
| 1Y | -18.3% | -20.8% | +2.5% | -15.4% |
| 3Y | -26.2% | +38.8% | -65.0% | -37.7% |
| 5Y | -30.8% | -70.0% | +39.2% | -25.3% |
| All | -4.0% | -82.8% | +78.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling