+632.8%
LYB vs WTW
+391.2%
+241.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +0.3% | -5.7% | +6.0% | +3.4% |
| 30D | +2.5% | -7.3% | +9.7% | +6.5% |
| 3M | +1.4% | +21.5% | -20.1% | -10.0% |
| 6M | -3.5% | +9.6% | -13.1% | -10.7% |
| YTD | +52.0% | -3.3% | +55.3% | +49.9% |
| 1Y | +22.1% | -6.1% | +28.2% | +22.3% |
| 3Y | -22.8% | +61.8% | -84.6% | -46.6% |
| 5Y | -3.4% | +42.7% | -46.0% | -29.6% |
| 10Y | +47.4% | +197.2% | -149.9% | -38.8% |
| All | +632.8% | +391.2% | +241.6% | +97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling