+1,685.1%
WDC vs LYB
+631.6%
+1,053.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.3% |
| 7D | +4.4% | -0.7% | +5.1% | +4.7% |
| 30D | +5.3% | +1.5% | +3.7% | +4.2% |
| 3M | -5.9% | -0.3% | -5.6% | -7.0% |
| 6M | +73.2% | +0.1% | +73.2% | +64.7% |
| YTD | +167.8% | +53.4% | +114.4% | +100.5% |
| 1Y | +386.0% | +25.6% | +360.3% | +297.8% |
| 3Y | +1,309.7% | -21.3% | +1,331.0% | +1,337.8% |
| 5Y | +957.1% | -2.4% | +959.5% | +859.8% |
| 10Y | +1,246.7% | +48.8% | +1,197.9% | +821.6% |
| All | +1,685.1% | +631.6% | +1,053.6% | +445.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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