+325.0%
WFC vs LYB
+633.9%
-309.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.1% | +2.0% |
| 7D | +0.4% | -3.1% | +3.5% | +1.7% |
| 30D | +2.5% | +4.0% | -1.6% | +0.4% |
| 3M | +10.0% | +2.4% | +7.6% | +7.7% |
| 6M | +15.1% | -1.4% | +16.5% | +11.6% |
| YTD | -2.2% | +53.9% | -56.1% | -23.9% |
| 1Y | +13.5% | +26.1% | -12.6% | -4.2% |
| 3Y | +135.2% | -21.0% | +156.3% | +141.2% |
| 5Y | +128.3% | -0.7% | +129.1% | +106.5% |
| 10Y | +142.4% | +49.3% | +93.1% | +70.8% |
| All | +325.0% | +633.9% | -309.0% | +25.5% |
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