+632.8%
LYB vs WY
+116.4%
+516.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.1% |
| 7D | +0.3% | -4.2% | +4.4% | +2.9% |
| 30D | +2.5% | -10.1% | +12.5% | +9.1% |
| 3M | +1.4% | -8.5% | +9.9% | +5.9% |
| 6M | -3.5% | -3.3% | -0.1% | -4.3% |
| YTD | +52.0% | -4.4% | +56.4% | +51.6% |
| 1Y | +22.1% | -11.5% | +33.5% | +27.7% |
| 3Y | -22.8% | -24.3% | +1.6% | -12.3% |
| 5Y | -3.4% | -21.3% | +18.0% | +3.9% |
| 10Y | +47.4% | +7.0% | +40.4% | +21.4% |
| All | +632.8% | +116.4% | +516.5% | +274.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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