+651.5%
ADI vs NWSA
+149.4%
+502.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.6% | +4.8% |
| 7D | +4.6% | -2.8% | +7.4% | +6.0% |
| 30D | -1.2% | +3.0% | -4.2% | -2.7% |
| 3M | -7.8% | +12.3% | -20.1% | -13.9% |
| 6M | +19.3% | +21.9% | -2.5% | +6.3% |
| YTD | +40.9% | +13.6% | +27.4% | +29.4% |
| 1Y | +54.5% | +0.5% | +54.0% | +50.6% |
| 3Y | +123.4% | +43.8% | +79.7% | +82.2% |
| 5Y | +142.3% | +41.2% | +101.1% | +94.7% |
| All | +651.5% | +149.4% | +502.1% | +346.0% |
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