+80.9%
LYB vs NWSA
+121.1%
-40.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -1.1% |
| 7D | +0.3% | -2.8% | +3.1% | +1.7% |
| 30D | +2.5% | +3.0% | -0.6% | +0.7% |
| 3M | +1.4% | +12.3% | -10.9% | -5.2% |
| 6M | -3.5% | +21.9% | -25.3% | -14.5% |
| YTD | +52.0% | +13.6% | +38.4% | +38.9% |
| 1Y | +22.1% | +0.5% | +21.6% | +18.8% |
| 3Y | -22.8% | +43.8% | -66.5% | -39.0% |
| 5Y | -3.4% | +41.2% | -44.5% | -25.7% |
| 10Y | +47.4% | +148.6% | -101.2% | -23.8% |
| All | +80.9% | +121.1% | -40.1% | -2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling