+50.6%
LYB vs NWSA
+18.2%
+32.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.7% | -8.5% | -4.4% |
| 7D | -6.2% | +4.3% | -10.5% | -5.9% |
| 30D | +6.3% | +5.6% | +0.8% | +6.8% |
| 3M | +4.1% | +7.3% | -3.2% | +4.7% |
| 6M | -15.5% | +18.8% | -34.3% | -14.1% |
| YTD | +50.2% | +17.9% | +32.4% | +52.5% |
| 1Y | +50.6% | +19.3% | +31.3% | +51.7% |
| All | +50.6% | +18.2% | +32.4% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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