+23.5%
ADM vs NWSA
+18.7%
+4.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.2% |
| 7D | +0.1% | -12.2% | +12.3% | +2.2% |
| 30D | -11.8% | -8.7% | -3.1% | -10.6% |
| 3M | -11.3% | -6.0% | -5.3% | -10.7% |
| 6M | -10.0% | -0.3% | -9.7% | -10.6% |
| YTD | +25.9% | +3.5% | +22.4% | +23.9% |
| 1Y | +26.7% | +0.8% | +25.9% | +25.3% |
| 3Y | +8.1% | +31.1% | -23.0% | +0.1% |
| 5Y | +23.5% | +18.8% | +4.7% | +13.7% |
| All | +23.5% | +18.7% | +4.8% | +13.7% |
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