+598.7%
LYB vs SW
+628.7%
-30.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.5% | -1.4% |
| 7D | -11.5% | +2.3% | -13.9% | -11.7% |
| 30D | +3.8% | +6.8% | -3.0% | +3.1% |
| 3M | -0.2% | -5.2% | +5.0% | +0.1% |
| 6M | -15.6% | +7.4% | -23.1% | -16.8% |
| YTD | +44.9% | +17.4% | +27.5% | +40.7% |
| 1Y | +52.3% | +27.1% | +25.2% | +46.6% |
| 3Y | -19.9% | +47.9% | -67.8% | -23.9% |
| 5Y | -8.0% | -2.6% | -5.4% | -11.6% |
| 10Y | +36.4% | +182.7% | -146.3% | +19.3% |
| All | +598.7% | +628.7% | -30.0% | +465.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling