-3.5%
LYB vs WCC
+34.4%
-37.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.7% | -0.2% |
| 7D | +0.3% | +1.5% | -1.3% | +0.6% |
| 30D | +2.5% | -2.1% | +4.6% | +2.2% |
| 3M | +1.4% | +3.8% | -2.4% | +2.9% |
| 6M | -3.5% | +35.0% | -38.5% | +18.0% |
| All | -3.5% | +34.4% | -37.9% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 6mo: compounded portfolio wealth divided by compounded WCC 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…
6mo analysis · Full analysis span regression · 6 months rolling