+50.6%
LYB vs WTW
+8.6%
+42.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.0% | -7.7% | -4.8% |
| 7D | -6.2% | +4.9% | -11.1% | -6.3% |
| 30D | +6.3% | +17.1% | -10.8% | +6.2% |
| 3M | +4.1% | -0.3% | +4.4% | +3.7% |
| 6M | -15.5% | +30.7% | -46.1% | -15.6% |
| YTD | +50.2% | +3.7% | +46.5% | +55.3% |
| 1Y | +50.6% | +5.9% | +44.7% | +58.5% |
| All | +50.6% | +8.6% | +42.0% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling