+46.3%
LYB vs WCN
+235.9%
-189.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +0.3% | -3.1% | +3.4% | +1.8% |
| 30D | +2.5% | -3.4% | +5.9% | +4.1% |
| 3M | +1.4% | +3.0% | -1.6% | -0.4% |
| 6M | -3.5% | -3.8% | +0.3% | -2.5% |
| YTD | +52.0% | -8.3% | +60.3% | +56.9% |
| 1Y | +22.1% | -9.7% | +31.8% | +26.6% |
| 3Y | -22.8% | +17.2% | -39.9% | -33.2% |
| 5Y | -3.4% | +25.3% | -28.6% | -22.5% |
| All | +46.3% | +235.9% | -189.6% | -23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling