+828.8%
WM vs LYB
+622.7%
+206.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.9% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | -2.4% | +8.7% | -11.1% | -4.0% |
| 3M | +0.4% | -3.0% | +3.5% | +0.7% |
| 6M | -9.5% | +4.7% | -14.2% | -11.2% |
| YTD | +0.5% | +51.6% | -51.1% | -8.7% |
| 1Y | -1.1% | +24.4% | -25.4% | -7.0% |
| 3Y | +46.0% | -23.5% | +69.5% | +49.0% |
| 5Y | +51.8% | -6.5% | +58.3% | +45.8% |
| 10Y | +307.5% | +40.5% | +267.1% | +229.7% |
| All | +828.8% | +622.7% | +206.1% | +334.7% |
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 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