-22.8%
LYB vs WPM
+267.3%
-290.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.0% |
| 7D | +0.3% | -0.6% | +0.8% | +0.3% |
| 30D | +2.5% | +14.4% | -12.0% | +2.3% |
| 3M | +1.4% | +37.0% | -35.6% | +1.0% |
| 6M | -3.5% | +4.1% | -7.6% | -3.0% |
| YTD | +52.0% | +31.7% | +20.3% | +49.3% |
| 1Y | +22.1% | +44.2% | -22.1% | +18.9% |
| 3Y | -22.8% | +265.5% | -288.3% | -36.3% |
| All | -22.8% | +267.3% | -290.0% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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