+52.5%
WM vs LYB
-0.6%
+53.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -0.7% |
| 7D | -0.9% | -0.9% | 0.0% | -0.8% |
| 30D | -4.3% | +9.5% | -13.9% | -5.2% |
| 3M | +0.8% | +1.3% | -0.5% | +0.5% |
| 6M | -10.8% | -1.7% | -9.0% | -11.1% |
| YTD | -0.1% | +54.1% | -54.2% | -5.1% |
| 1Y | +1.0% | +25.7% | -24.7% | -2.2% |
| 3Y | +45.1% | -20.9% | +66.0% | +48.2% |
| All | +52.5% | -0.6% | +53.1% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling