+43.3%
ADP vs NWSA
+26.5%
+16.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | +1.1% | -10.5% | +11.6% | +4.7% |
| 30D | +11.5% | -8.8% | +20.3% | +14.6% |
| 3M | +12.0% | -6.5% | +18.6% | +14.0% |
| 6M | +43.8% | -1.3% | +45.1% | +43.0% |
| YTD | +20.1% | +2.5% | +17.6% | +17.4% |
| 1Y | +22.3% | +0.2% | +22.1% | +20.5% |
| 3Y | +43.3% | +27.6% | +15.7% | +35.2% |
| All | +43.3% | +26.5% | +16.7% | +35.2% |
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