-26.4%
WDAY vs LYV
+109.4%
-135.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -5.2% | -1.9% | -3.2% | -4.7% |
| 30D | +5.9% | -8.2% | +14.1% | +8.0% |
| 3M | +42.3% | -1.3% | +43.5% | +43.0% |
| 6M | +34.7% | +2.6% | +32.1% | +33.9% |
| YTD | -13.5% | +19.4% | -32.9% | -17.4% |
| 1Y | -18.1% | -2.2% | -15.8% | -17.7% |
| 3Y | -26.4% | +106.0% | -132.4% | -36.8% |
| All | -26.4% | +109.4% | -135.8% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 3y: compounded portfolio wealth divided by compounded LYV 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…
3y analysis · Full analysis span regression · 6 months rolling