-4.9%
LYB vs NWSA
+40.0%
-45.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -1.0% |
| 7D | +0.3% | -2.8% | +3.1% | +1.4% |
| 30D | +2.5% | +3.0% | -0.6% | +1.1% |
| 3M | +1.4% | +12.3% | -10.9% | -3.8% |
| 6M | -3.5% | +21.9% | -25.3% | -12.4% |
| YTD | +52.0% | +13.6% | +38.4% | +41.7% |
| 1Y | +22.1% | +0.5% | +21.6% | +20.4% |
| 3Y | -22.8% | +43.8% | -66.5% | -36.1% |
| All | -4.9% | +40.0% | -45.0% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling