+86.1%
WULF vs LYB
+25.6%
+60.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +1.5% |
| 7D | +7.6% | -0.2% | +7.8% | +7.5% |
| 30D | -8.6% | +8.7% | -17.4% | -7.9% |
| 3M | -37.0% | -3.0% | -33.9% | -36.7% |
| 6M | +7.4% | +4.7% | +2.7% | +0.5% |
| YTD | +43.7% | +51.6% | -7.9% | +20.5% |
| 1Y | +86.1% | +24.4% | +61.8% | +75.4% |
| All | +86.1% | +25.6% | +60.5% | +75.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling