+34.2%
LYB vs SW
+182.3%
-148.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.4% |
| 7D | -0.6% | -2.6% | +2.0% | -0.3% |
| 30D | +5.3% | +7.2% | -1.9% | +4.4% |
| 3M | -1.2% | -10.5% | +9.3% | -0.1% |
| 6M | -13.1% | +9.9% | -23.0% | -14.9% |
| YTD | +49.3% | +17.2% | +32.1% | +43.7% |
| 1Y | +51.8% | +26.5% | +25.3% | +44.4% |
| 3Y | -18.9% | +47.7% | -66.5% | -24.1% |
| 5Y | -6.9% | +0.2% | -7.1% | -12.0% |
| 10Y | +34.2% | +182.3% | -148.1% | +9.7% |
| All | +34.2% | +182.3% | -148.1% | +9.7% |
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