+148.0%
ADBE vs NWSA
+148.8%
-0.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.0% |
| 7D | -12.9% | -4.8% | -8.2% | -11.0% |
| 30D | -5.6% | +3.0% | -8.6% | -6.7% |
| 3M | +6.6% | +9.3% | -2.7% | +2.9% |
| 6M | -9.6% | +23.2% | -32.7% | -17.2% |
| YTD | -28.9% | +13.3% | -42.2% | -32.7% |
| 1Y | -28.9% | +2.9% | -31.8% | -30.0% |
| 3Y | -55.6% | +43.3% | -98.9% | -62.2% |
| 5Y | -62.2% | +40.9% | -103.1% | -68.3% |
| All | +148.0% | +148.8% | -0.8% | +59.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling