+632.8%
LYB vs GWW
+1,434.7%
-801.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.3% |
| 7D | +0.3% | -3.4% | +3.6% | +2.2% |
| 30D | +2.5% | -1.9% | +4.4% | +3.3% |
| 3M | +1.4% | -2.4% | +3.8% | +1.9% |
| 6M | -3.5% | +15.7% | -19.2% | -13.6% |
| YTD | +52.0% | +27.6% | +24.4% | +28.4% |
| 1Y | +22.1% | +27.2% | -5.1% | +3.2% |
| 3Y | -22.8% | +89.7% | -112.4% | -49.7% |
| 5Y | -3.4% | +223.9% | -227.3% | -57.3% |
| 10Y | +47.4% | +567.1% | -519.8% | -60.4% |
| All | +632.8% | +1,434.7% | -801.9% | -4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling