+938.7%
WM vs LYB
+633.0%
+305.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | +3.2% | +6.1% | -2.9% | +2.0% |
| 30D | +13.0% | +5.3% | +7.7% | +11.8% |
| 3M | +9.2% | +4.3% | +4.9% | +8.1% |
| 6M | +13.6% | -10.8% | +24.4% | +15.6% |
| YTD | +12.4% | +53.8% | -41.4% | +1.7% |
| 1Y | +21.2% | +50.5% | -29.2% | +9.9% |
| 3Y | +48.7% | -16.4% | +65.1% | +48.8% |
| 5Y | +61.9% | -4.8% | +66.7% | +54.8% |
| 10Y | +331.0% | +38.2% | +292.8% | +249.8% |
| All | +938.7% | +633.0% | +305.6% | +384.0% |
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