+45.0%
LYB vs SW
+139.3%
-94.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +2.1% |
| 7D | -0.9% | -2.6% | +1.7% | -0.6% |
| 30D | +9.5% | -7.5% | +17.0% | +10.4% |
| 3M | +1.3% | +10.3% | -9.0% | -0.6% |
| 6M | -1.7% | +5.4% | -7.2% | -3.7% |
| YTD | +54.1% | +17.9% | +36.3% | +48.5% |
| 1Y | +25.7% | -2.4% | +28.1% | +24.1% |
| 3Y | -20.9% | +28.7% | -49.6% | -25.0% |
| 5Y | -1.5% | -5.7% | +4.1% | -6.3% |
| 10Y | +45.0% | +139.3% | -94.3% | +19.5% |
| All | +45.0% | +139.3% | -94.3% | +19.5% |
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