+135.9%
WMT vs LYB
-4.6%
+140.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.3% | +1.4% |
| 7D | 0.0% | +0.3% | -0.3% | 0.0% |
| 30D | -7.4% | +2.5% | -9.9% | -7.7% |
| 3M | -10.9% | +1.4% | -12.2% | -11.1% |
| 6M | -12.7% | -3.5% | -9.2% | -13.2% |
| YTD | -3.2% | +52.0% | -55.2% | -8.5% |
| 1Y | +5.3% | +22.1% | -16.8% | +1.8% |
| 3Y | +101.9% | -22.8% | +124.6% | +102.7% |
| All | +135.9% | -4.6% | +140.5% | +126.9% |
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