+45.7%
ADM vs NWSA
+1.3%
+44.3%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.4% |
| 7D | +3.0% | -4.8% | +7.8% | +2.9% |
| 30D | +8.7% | +3.0% | +5.7% | +8.7% |
| 3M | +7.6% | +9.3% | -1.7% | +7.8% |
| 6M | +26.9% | +23.2% | +3.7% | +26.8% |
| YTD | +54.3% | +13.3% | +41.0% | +55.4% |
| 1Y | +45.7% | +2.9% | +42.8% | +43.9% |
| All | +45.7% | +1.3% | +44.3% | +43.9% |
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