+632.8%
LYB vs WWD
+1,017.4%
-384.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.7% |
| 7D | +0.3% | -2.6% | +2.9% | +1.6% |
| 30D | +2.5% | -6.9% | +9.4% | +5.9% |
| 3M | +1.4% | -13.0% | +14.4% | +7.1% |
| 6M | -3.5% | -12.5% | +9.0% | -2.0% |
| YTD | +52.0% | +11.8% | +40.1% | +33.7% |
| 1Y | +22.1% | +41.1% | -19.0% | -7.2% |
| 3Y | -22.8% | +163.1% | -185.8% | -61.3% |
| 5Y | -3.4% | +187.6% | -191.0% | -56.2% |
| 10Y | +47.4% | +494.6% | -447.2% | -59.7% |
| All | +632.8% | +1,017.4% | -384.6% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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