+878.9%
WULF vs LYB
-23.1%
+902.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.7% | +4.1% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | -2.6% | +2.5% | -5.1% | -3.9% |
| 3M | -34.0% | +1.4% | -35.3% | -34.9% |
| 6M | +10.0% | -3.5% | +13.5% | +3.1% |
| YTD | +45.7% | +52.0% | -6.3% | -4.5% |
| 1Y | +57.3% | +22.1% | +35.3% | +22.5% |
| 3Y | +878.9% | -22.8% | +901.7% | +991.0% |
| All | +878.9% | -23.1% | +902.1% | +991.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling