+632.8%
LYB vs WAT
+473.6%
+159.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.7% |
| 7D | +0.3% | -0.3% | +0.5% | +0.3% |
| 30D | +2.5% | -1.9% | +4.3% | +3.1% |
| 3M | +1.4% | +13.5% | -12.1% | -5.2% |
| 6M | -3.5% | +37.2% | -40.7% | -19.7% |
| YTD | +52.0% | +7.5% | +44.5% | +41.7% |
| 1Y | +22.1% | +35.0% | -13.0% | +0.4% |
| 3Y | -22.8% | +55.1% | -77.9% | -44.4% |
| 5Y | -3.4% | -2.8% | -0.5% | -13.0% |
| 10Y | +47.4% | +170.2% | -122.8% | -34.9% |
| All | +632.8% | +473.6% | +159.3% | +88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling