+165.6%
WM vs LYFT
-80.6%
+246.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.2% |
| 7D | +3.2% | -0.6% | +3.8% | +3.2% |
| 30D | +13.0% | +3.0% | +10.0% | +12.8% |
| 3M | +9.2% | -0.9% | +10.1% | +9.2% |
| 6M | +13.6% | +24.1% | -10.5% | +12.5% |
| YTD | +12.4% | -12.3% | +24.7% | +12.6% |
| 1Y | +21.2% | -28.7% | +49.9% | +22.4% |
| 3Y | +48.7% | +73.8% | -25.1% | +41.0% |
| 5Y | +61.9% | -67.9% | +129.8% | +68.4% |
| All | +165.6% | -80.6% | +246.1% | +149.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling