+643.2%
LYB vs WST
+1,722.7%
-1,079.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.3% | +1.9% |
| 7D | -0.9% | -0.3% | -0.6% | -0.8% |
| 30D | +9.5% | -4.6% | +14.1% | +10.9% |
| 3M | +1.3% | +5.7% | -4.4% | -0.6% |
| 6M | -1.7% | +37.6% | -39.3% | -11.2% |
| YTD | +54.1% | +23.0% | +31.1% | +43.5% |
| 1Y | +25.7% | +33.8% | -8.2% | +13.6% |
| 3Y | -20.9% | -13.4% | -7.6% | -24.9% |
| 5Y | -1.5% | -27.0% | +25.4% | -3.7% |
| 10Y | +45.0% | +324.5% | -279.6% | -48.4% |
| All | +643.2% | +1,722.7% | -1,079.5% | -13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling