-22.1%
WULF vs LYB
+47.4%
-69.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.7% | -1.9% | -7.5% |
| 7D | -12.8% | -6.2% | -6.6% | -13.8% |
| 30D | -20.9% | +6.3% | -27.2% | -19.8% |
| 3M | -38.0% | +4.1% | -42.1% | -37.3% |
| 6M | -47.5% | -15.5% | -32.0% | -47.9% |
| YTD | +1.8% | +50.2% | -48.4% | -14.0% |
| 1Y | -22.1% | +50.6% | -72.7% | -34.4% |
| All | -22.1% | +47.4% | -69.5% | -34.4% |
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