+29.6%
LYB vs SW
+183.3%
-153.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -11.0% | +1.8% | -12.9% | -11.2% |
| 30D | -0.9% | +7.0% | -7.9% | -1.7% |
| 3M | +0.9% | -7.6% | +8.5% | +1.6% |
| 6M | -15.4% | +8.5% | -23.9% | -17.0% |
| YTD | +42.0% | +17.7% | +24.3% | +36.6% |
| 1Y | +47.0% | +27.1% | +20.0% | +39.8% |
| 3Y | -21.2% | +48.2% | -69.4% | -26.3% |
| 5Y | -9.7% | -2.3% | -7.3% | -14.4% |
| 10Y | +29.6% | +183.3% | -153.7% | +6.2% |
| All | +29.6% | +183.3% | -153.7% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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