+50.6%
LYB vs WAB
+46.5%
+4.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.1% | -5.8% | -4.5% |
| 7D | -6.2% | +4.5% | -10.7% | -5.3% |
| 30D | +6.3% | +1.1% | +5.2% | +6.8% |
| 3M | +4.1% | -1.3% | +5.4% | +4.2% |
| 6M | -15.5% | +12.7% | -28.2% | -13.3% |
| YTD | +50.2% | +38.7% | +11.6% | +36.6% |
| 1Y | +50.6% | +44.9% | +5.7% | +35.1% |
| All | +50.6% | +46.5% | +4.1% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling