+50.6%
LYB vs WCN
+16.1%
+34.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.8% | -7.5% | -5.2% |
| 7D | -6.2% | +6.7% | -12.9% | -7.3% |
| 30D | +6.3% | +24.3% | -18.0% | +2.5% |
| 3M | +4.1% | +16.1% | -12.0% | +1.2% |
| 6M | -15.5% | +19.9% | -35.4% | -18.0% |
| YTD | +50.2% | +10.1% | +40.2% | +48.3% |
| 1Y | +50.6% | +14.4% | +36.2% | +48.8% |
| All | +50.6% | +16.1% | +34.5% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling