+630.9%
LYB vs SW
+657.4%
-26.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.0% |
| 7D | -0.2% | -5.1% | +4.9% | +0.2% |
| 30D | +8.7% | -4.6% | +13.3% | +9.1% |
| 3M | -3.0% | +9.4% | -12.4% | -4.3% |
| 6M | +4.7% | +3.5% | +1.2% | +3.4% |
| YTD | +51.6% | +22.0% | +29.5% | +46.9% |
| 1Y | +24.4% | +2.2% | +22.1% | +22.6% |
| 3Y | -23.5% | +19.6% | -43.1% | -26.1% |
| 5Y | -6.5% | -2.3% | -4.2% | -10.2% |
| 10Y | +40.5% | +181.4% | -140.9% | +22.6% |
| All | +630.9% | +657.4% | -26.5% | +490.5% |
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 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