+45.8%
ADP vs NWSA
+40.6%
+5.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -2.8% |
| 7D | -5.5% | -2.6% | -2.8% | -4.5% |
| 30D | -1.2% | +4.6% | -5.8% | -2.8% |
| 3M | +17.9% | +10.2% | +7.7% | +13.7% |
| 6M | +20.3% | +21.6% | -1.3% | +12.1% |
| YTD | +5.8% | +14.6% | -8.8% | +0.5% |
| 1Y | -7.7% | +0.4% | -8.1% | -8.6% |
| 3Y | +14.7% | +45.0% | -30.3% | -0.7% |
| 5Y | +45.8% | +41.3% | +4.5% | +21.8% |
| All | +45.8% | +40.6% | +5.1% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling