+951.6%
WELL vs LYB
+633.9%
+317.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | -1.1% | -3.1% | +2.0% | -0.3% |
| 30D | +0.7% | +4.0% | -3.3% | -0.6% |
| 3M | +14.5% | +2.4% | +12.1% | +13.1% |
| 6M | +14.4% | -1.4% | +15.8% | +12.6% |
| YTD | +28.5% | +53.9% | -25.5% | +9.5% |
| 1Y | +41.8% | +26.1% | +15.7% | +27.4% |
| 3Y | +202.8% | -21.0% | +223.8% | +206.9% |
| 5Y | +208.8% | -0.7% | +209.6% | +183.7% |
| 10Y | +356.5% | +49.3% | +307.3% | +241.9% |
| All | +951.6% | +633.9% | +317.7% | +327.1% |
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