+197.7%
WULF vs LYB
+624.6%
-426.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.7% | +3.9% |
| 7D | +1.4% | +0.3% | +1.1% | +1.4% |
| 30D | -2.6% | +2.5% | -5.1% | -3.2% |
| 3M | -34.0% | +1.4% | -35.3% | -34.5% |
| 6M | +10.0% | -3.5% | +13.5% | +8.1% |
| YTD | +45.7% | +52.0% | -6.3% | +28.7% |
| 1Y | +57.3% | +22.1% | +35.3% | +45.5% |
| 3Y | +878.9% | -22.8% | +901.7% | +892.8% |
| 5Y | -28.3% | -3.4% | -25.0% | -29.1% |
| 10Y | +82.7% | +47.4% | +35.3% | +74.3% |
| All | +197.7% | +624.6% | -426.9% | +154.1% |
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