+769.2%
WMB vs LYB
+633.9%
+135.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | 0.0% | -3.1% | +3.1% | +1.3% |
| 30D | +4.6% | +4.0% | +0.6% | +2.6% |
| 3M | +5.7% | +2.4% | +3.3% | +4.0% |
| 6M | +4.2% | -1.4% | +5.6% | +2.0% |
| YTD | +26.8% | +53.9% | -27.1% | +0.1% |
| 1Y | +34.7% | +26.1% | +8.6% | +14.8% |
| 3Y | +146.8% | -21.0% | +167.8% | +151.3% |
| 5Y | +285.0% | -0.7% | +285.8% | +240.4% |
| 10Y | +313.2% | +49.3% | +263.9% | +161.2% |
| All | +769.2% | +633.9% | +135.2% | +142.6% |
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