+1,126.2%
WM vs LYV
+1,477.3%
-351.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.9% |
| 7D | -0.3% | -4.5% | +4.2% | +0.4% |
| 30D | -2.4% | -5.5% | +3.1% | -1.6% |
| 3M | +0.4% | +7.8% | -7.3% | -0.8% |
| 6M | -9.5% | +9.4% | -18.9% | -11.1% |
| YTD | +0.5% | +21.8% | -21.3% | -3.0% |
| 1Y | -1.1% | +6.5% | -7.5% | -2.8% |
| 3Y | +46.0% | +106.4% | -60.4% | +28.2% |
| 5Y | +51.8% | +101.6% | -49.7% | +30.2% |
| 10Y | +307.5% | +540.9% | -233.4% | +174.8% |
| All | +1,126.2% | +1,477.3% | -351.1% | +590.0% |
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