-4.9%
LYB vs WST
-23.9%
+19.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.6% |
| 3M | +1.4% | +4.9% | -3.5% | +0.8% |
| 6M | -3.5% | +45.5% | -49.0% | -7.4% |
| YTD | +52.0% | +26.1% | +25.9% | +47.9% |
| 1Y | +22.1% | +31.7% | -9.6% | +18.1% |
| 3Y | -22.8% | -12.1% | -10.7% | -24.1% |
| All | -4.9% | -23.9% | +19.0% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling