-22.8%
LYB vs WAT
+54.7%
-77.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.3% |
| 7D | +0.3% | -0.3% | +0.5% | +0.3% |
| 30D | +2.5% | -1.9% | +4.3% | +2.8% |
| 3M | +1.4% | +13.5% | -12.1% | -1.9% |
| 6M | -3.5% | +37.2% | -40.7% | -12.4% |
| YTD | +52.0% | +7.5% | +44.5% | +48.8% |
| 1Y | +22.1% | +35.0% | -13.0% | +10.0% |
| 3Y | -22.8% | +55.1% | -77.9% | -31.7% |
| All | -22.8% | +54.7% | -77.5% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 3y: compounded portfolio wealth divided by compounded WAT 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…
3y analysis · Full analysis span regression · 6 months rolling