+639.9%
LYB vs WEC
+610.1%
+29.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | 0.0% |
| 7D | -0.7% | -1.3% | +0.6% | -0.2% |
| 30D | +1.5% | -0.4% | +1.9% | +1.6% |
| 3M | -0.3% | -6.8% | +6.5% | +2.3% |
| 6M | +0.1% | -6.4% | +6.4% | +2.2% |
| YTD | +53.4% | +2.5% | +51.0% | +51.2% |
| 1Y | +25.6% | -0.4% | +26.0% | +25.1% |
| 3Y | -21.3% | +38.5% | -59.8% | -32.5% |
| 5Y | -2.4% | +31.7% | -34.1% | -15.7% |
| 10Y | +48.8% | +146.6% | -97.8% | -8.0% |
| All | +639.9% | +610.1% | +29.7% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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