+46.3%
LYB vs WAB
+296.8%
-250.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.6% |
| 7D | +0.3% | +0.1% | +0.1% | +0.2% |
| 30D | +2.5% | -4.1% | +6.5% | +4.8% |
| 3M | +1.4% | +8.2% | -6.8% | -4.4% |
| 6M | -3.5% | +15.4% | -18.9% | -14.4% |
| YTD | +52.0% | +33.1% | +18.8% | +23.1% |
| 1Y | +22.1% | +48.1% | -26.0% | -8.0% |
| 3Y | -22.8% | +167.7% | -190.5% | -60.7% |
| 5Y | -3.4% | +225.7% | -229.1% | -57.4% |
| All | +46.3% | +296.8% | -250.5% | -49.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling