-22.8%
LYB vs WING
-25.6%
+2.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.0% | -6.9% | -1.1% |
| 7D | +0.3% | +7.2% | -7.0% | +0.1% |
| 30D | +2.5% | +4.8% | -2.3% | +2.3% |
| 3M | +1.4% | -23.7% | +25.1% | +2.0% |
| 6M | -3.5% | -43.6% | +40.1% | -1.9% |
| YTD | +52.0% | -50.6% | +102.6% | +55.4% |
| 1Y | +22.1% | -57.0% | +79.1% | +26.1% |
| 3Y | -22.8% | -28.3% | +5.5% | -29.0% |
| All | -22.8% | -25.6% | +2.8% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 3y: compounded portfolio wealth divided by compounded WING 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…
3y analysis · Full analysis span regression · 6 months rolling