+14.6%
LYB vs WING
+412.2%
-397.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.2% | -0.3% |
| 7D | -3.1% | -2.3% | -0.8% | -2.8% |
| 30D | +4.0% | -5.6% | +9.7% | +4.6% |
| 3M | +2.4% | -22.9% | +25.3% | +5.3% |
| 6M | -1.4% | -50.4% | +49.0% | +6.9% |
| YTD | +53.9% | -53.3% | +107.3% | +67.1% |
| 1Y | +26.1% | -61.2% | +87.3% | +40.5% |
| 3Y | -21.0% | -30.1% | +9.0% | -24.9% |
| 5Y | -0.7% | -35.0% | +34.3% | -8.2% |
| 10Y | +49.3% | +375.5% | -326.3% | -19.3% |
| All | +14.6% | +412.2% | -397.7% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling