+24.4%
LYB vs BBWI
-34.3%
+58.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.8% | -1.8% |
| 7D | -0.2% | +1.5% | -1.7% | -0.1% |
| 30D | +8.7% | -5.2% | +13.9% | +8.4% |
| 3M | -3.0% | +11.1% | -14.1% | -2.9% |
| 6M | +4.7% | -13.4% | +18.1% | +7.3% |
| YTD | +51.6% | +0.1% | +51.5% | +52.3% |
| 1Y | +24.4% | -36.1% | +60.5% | +31.5% |
| All | +24.4% | -34.3% | +58.6% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling