+279.0%
ADP vs NWSA
+144.0%
+135.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.9% |
| 7D | -5.7% | -3.1% | -2.6% | -4.5% |
| 30D | -3.1% | +4.3% | -7.4% | -4.6% |
| 3M | +15.6% | +9.2% | +6.4% | +11.9% |
| 6M | +20.8% | +21.6% | -0.8% | +12.2% |
| YTD | +4.7% | +14.2% | -9.5% | -0.5% |
| 1Y | -8.3% | +1.8% | -10.0% | -9.4% |
| 3Y | +13.6% | +44.4% | -30.9% | -2.5% |
| 5Y | +45.0% | +41.0% | +4.1% | +22.0% |
| 10Y | +279.0% | +150.0% | +128.9% | +135.9% |
| All | +279.0% | +144.0% | +135.0% | +135.9% |
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 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