+3,913.9%
WDC vs LYV
+1,446.8%
+2,467.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -4.3% | -1.9% | -2.4% | -3.7% |
| 30D | -1.5% | -8.2% | +6.7% | +1.4% |
| 3M | -15.5% | -1.3% | -14.2% | -15.7% |
| 6M | +66.5% | +2.6% | +63.8% | +63.1% |
| YTD | +159.9% | +19.4% | +140.5% | +140.1% |
| 1Y | +366.0% | -2.2% | +368.2% | +359.0% |
| 3Y | +1,285.8% | +106.0% | +1,179.8% | +929.7% |
| 5Y | +925.6% | +97.7% | +827.9% | +645.2% |
| 10Y | +1,206.5% | +560.5% | +646.0% | +503.8% |
| All | +3,913.9% | +1,446.8% | +2,467.0% | +1,257.3% |
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