+303.5%
WM vs LYV
+564.4%
-260.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | -3.1% | -4.2% | +1.0% | -2.6% |
| 30D | -5.3% | -7.2% | +1.9% | -4.4% |
| 3M | -4.2% | +1.5% | -5.8% | -4.5% |
| 6M | -8.1% | +2.7% | -10.8% | -8.7% |
| YTD | -1.4% | +19.4% | -20.8% | -4.3% |
| 1Y | +0.2% | -0.5% | +0.7% | -0.3% |
| 3Y | +43.1% | +110.1% | -67.0% | +26.3% |
| 5Y | +49.8% | +97.6% | -47.8% | +29.6% |
| All | +303.5% | +564.4% | -260.9% | +177.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling