+1,189.0%
WDC vs LYFT
-82.5%
+1,271.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.0% | -3.5% |
| 7D | -4.3% | -8.4% | +4.1% | -2.4% |
| 30D | -1.5% | -7.6% | +6.1% | +0.1% |
| 3M | -15.5% | +11.7% | -27.2% | -18.7% |
| 6M | +66.5% | +15.1% | +51.4% | +58.6% |
| YTD | +159.9% | -20.9% | +180.8% | +170.4% |
| 1Y | +366.0% | -16.4% | +382.3% | +374.0% |
| 3Y | +1,285.8% | +35.2% | +1,250.6% | +1,046.5% |
| 5Y | +925.6% | -69.4% | +994.9% | +1,042.1% |
| All | +1,189.0% | -82.5% | +1,271.5% | +1,002.7% |
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