+46.3%
LYB vs WST
+344.2%
-297.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | +0.3% | +1.8% | -1.6% | -0.1% |
| 30D | +2.5% | -1.7% | +4.2% | +2.8% |
| 3M | +1.4% | +4.9% | -3.5% | +0.4% |
| 6M | -3.5% | +45.5% | -49.0% | -10.5% |
| YTD | +52.0% | +26.1% | +25.9% | +44.6% |
| 1Y | +22.1% | +31.7% | -9.6% | +14.9% |
| 3Y | -22.8% | -12.1% | -10.7% | -25.0% |
| 5Y | -3.4% | -23.6% | +20.2% | -5.1% |
| All | +46.3% | +344.2% | -297.9% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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