+136.1%
WM vs LYFT
-81.4%
+217.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.4% |
| 7D | -0.9% | -3.2% | +2.3% | -0.8% |
| 30D | -4.3% | -7.0% | +2.6% | -4.1% |
| 3M | +0.8% | +15.8% | -15.1% | +0.1% |
| 6M | -10.8% | +22.6% | -33.3% | -11.6% |
| YTD | -0.1% | -16.2% | +16.1% | +0.4% |
| 1Y | +1.0% | -8.3% | +9.3% | +0.8% |
| 3Y | +45.1% | +50.1% | -5.0% | +38.5% |
| 5Y | +52.1% | -67.4% | +119.5% | +57.2% |
| All | +136.1% | -81.4% | +217.5% | +122.4% |
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