+330.8%
WM vs LYB
+36.9%
+293.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.2% |
| 7D | +1.2% | +3.7% | -2.5% | +0.5% |
| 30D | +15.2% | +6.4% | +8.8% | +13.9% |
| 3M | +8.3% | +2.8% | +5.6% | +7.6% |
| 6M | +13.1% | -12.2% | +25.4% | +15.3% |
| YTD | +12.5% | +52.4% | -39.9% | +2.5% |
| 1Y | +21.8% | +56.8% | -35.0% | +10.1% |
| 3Y | +48.8% | -17.2% | +66.0% | +49.7% |
| 5Y | +62.1% | -5.6% | +67.7% | +55.7% |
| All | +330.8% | +36.9% | +293.9% | +254.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling