+298.4%
WMB vs LYB
+48.3%
+250.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | -1.0% | +0.3% | -1.3% | -1.1% |
| 30D | -0.4% | +2.5% | -2.9% | -1.4% |
| 3M | +3.2% | +1.4% | +1.8% | +2.2% |
| 6M | +0.1% | -3.5% | +3.6% | -0.8% |
| YTD | +23.9% | +52.0% | -28.1% | +2.0% |
| 1Y | +27.6% | +22.1% | +5.5% | +13.3% |
| 3Y | +141.9% | -22.8% | +164.7% | +151.8% |
| 5Y | +273.8% | -3.4% | +277.1% | +243.7% |
| All | +298.4% | +48.3% | +250.2% | +170.1% |
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