+319.9%
ADP vs NWSA
+148.1%
+171.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | -0.3% |
| 7D | +2.2% | +2.2% | 0.0% | +1.3% |
| 30D | +10.6% | -8.8% | +19.3% | +13.8% |
| 3M | +12.9% | -6.5% | +19.4% | +15.1% |
| 6M | +50.6% | +1.5% | +49.1% | +48.8% |
| YTD | +23.2% | +4.0% | +19.2% | +20.3% |
| 1Y | +25.3% | +3.4% | +21.8% | +22.6% |
| 3Y | +47.1% | +34.8% | +12.3% | +28.5% |
| 5Y | +50.1% | +18.4% | +31.7% | +34.0% |
| All | +319.9% | +148.1% | +171.8% | +163.3% |
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