+316.1%
ADP vs NWSA
+149.3%
+166.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | +3.2% | -9.7% | +12.9% | +6.6% |
| 30D | +12.8% | -8.6% | +21.4% | +16.0% |
| 3M | +12.3% | -6.3% | +18.6% | +14.4% |
| 6M | +45.4% | -1.2% | +46.6% | +45.1% |
| YTD | +21.4% | +2.6% | +18.8% | +19.2% |
| 1Y | +23.7% | 0.0% | +23.7% | +22.6% |
| 3Y | +43.6% | +30.1% | +13.6% | +27.2% |
| 5Y | +48.7% | +18.3% | +30.4% | +32.8% |
| 10Y | +316.1% | +149.3% | +166.7% | +162.8% |
| All | +316.1% | +149.3% | +166.7% | +162.8% |
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