+46.3%
LYB vs WSM
+1,071.8%
-1,025.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.1% | -1.3% |
| 7D | +0.3% | -0.5% | +0.8% | +0.4% |
| 30D | +2.5% | -7.7% | +10.2% | +4.6% |
| 3M | +1.4% | +3.8% | -2.4% | -0.3% |
| 6M | -3.5% | +22.7% | -26.2% | -10.7% |
| YTD | +52.0% | +28.0% | +24.0% | +38.5% |
| 1Y | +22.1% | +12.7% | +9.3% | +15.2% |
| 3Y | -22.8% | +231.3% | -254.0% | -50.5% |
| 5Y | -3.4% | +177.2% | -180.5% | -38.0% |
| All | +46.3% | +1,071.8% | -1,025.5% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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