-4.9%
LYB vs WU
-51.3%
+46.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | +0.3% | -3.5% | +3.7% | +1.4% |
| 30D | +2.5% | -2.9% | +5.4% | +3.3% |
| 3M | +1.4% | -2.3% | +3.6% | -0.2% |
| 6M | -3.5% | -25.4% | +21.9% | +5.4% |
| YTD | +52.0% | -21.2% | +73.2% | +62.0% |
| 1Y | +22.1% | -8.9% | +30.9% | +21.3% |
| 3Y | -22.8% | -29.0% | +6.2% | -16.4% |
| All | -4.9% | -51.3% | +46.4% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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