+2.5%
WFC vs LYB
+47.4%
-44.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.7% | +7.0% | +1.9% |
| 7D | +4.5% | -6.2% | +10.7% | +4.1% |
| 30D | +7.4% | +6.3% | +1.0% | +7.7% |
| 3M | -0.5% | +4.1% | -4.6% | -0.2% |
| 6M | +11.7% | -15.5% | +27.2% | +11.0% |
| YTD | -4.6% | +50.2% | -54.9% | -6.1% |
| 1Y | +2.5% | +50.6% | -48.1% | +0.7% |
| All | +2.5% | +47.4% | -44.9% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling