+639.9%
LYB vs WCC
+754.9%
-115.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +1.1% |
| 7D | -0.7% | +1.7% | -2.4% | -1.6% |
| 30D | +1.5% | -6.1% | +7.6% | +3.9% |
| 3M | -0.3% | +3.1% | -3.4% | -3.8% |
| 6M | +0.1% | +28.2% | -28.2% | -15.7% |
| YTD | +53.4% | +41.1% | +12.3% | +22.4% |
| 1Y | +25.6% | +61.3% | -35.6% | -7.4% |
| 3Y | -21.3% | +123.6% | -144.9% | -55.6% |
| 5Y | -2.4% | +214.8% | -217.2% | -59.2% |
| 10Y | +48.8% | +513.6% | -464.9% | -64.1% |
| All | +639.9% | +754.9% | -115.1% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling