+46.3%
LYB vs GWW
+570.2%
-523.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.3% |
| 7D | +0.3% | -3.4% | +3.6% | +2.0% |
| 30D | +2.5% | -1.9% | +4.4% | +3.2% |
| 3M | +1.4% | -2.4% | +3.8% | +1.9% |
| 6M | -3.5% | +15.7% | -19.2% | -12.5% |
| YTD | +52.0% | +27.6% | +24.4% | +30.9% |
| 1Y | +22.1% | +27.2% | -5.1% | +5.2% |
| 3Y | -22.8% | +89.7% | -112.4% | -47.1% |
| 5Y | -3.4% | +223.9% | -227.3% | -53.2% |
| All | +46.3% | +570.2% | -523.9% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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