+280.1%
WDAY vs LYV
+1,857.2%
-1,577.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -10.5% | -4.2% | -6.4% | -9.1% |
| 30D | +2.1% | -7.2% | +9.3% | +4.9% |
| 3M | +34.6% | +1.5% | +33.1% | +34.0% |
| 6M | +29.9% | +2.7% | +27.1% | +27.7% |
| YTD | -13.8% | +19.4% | -33.2% | -20.1% |
| 1Y | -18.3% | -0.5% | -17.8% | -19.5% |
| 3Y | -26.2% | +110.1% | -136.3% | -46.0% |
| 5Y | -30.8% | +97.6% | -128.4% | -49.5% |
| 10Y | +112.2% | +560.2% | -448.0% | -13.9% |
| All | +280.1% | +1,857.2% | -1,577.1% | +35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling