+14.7%
ADP vs NWSA
+44.8%
-30.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -2.7% |
| 7D | -5.5% | -2.6% | -2.8% | -4.4% |
| 30D | -1.2% | +4.6% | -5.8% | -3.0% |
| 3M | +17.9% | +10.2% | +7.7% | +13.2% |
| 6M | +20.3% | +21.6% | -1.3% | +11.2% |
| YTD | +5.8% | +14.6% | -8.8% | -0.2% |
| 1Y | -7.7% | +0.4% | -8.1% | -9.1% |
| 3Y | +14.7% | +45.0% | -30.3% | -2.2% |
| All | +14.7% | +44.8% | -30.1% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling