+512.7%
ADP vs NWSA
+127.4%
+385.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.4% |
| 7D | -3.4% | -1.9% | -1.6% | -2.8% |
| 30D | +2.8% | +4.6% | -1.8% | +1.1% |
| 3M | +20.9% | +13.2% | +7.7% | +15.6% |
| 6M | +29.9% | +27.0% | +2.9% | +19.1% |
| YTD | +9.6% | +16.8% | -7.2% | +3.5% |
| 1Y | -5.3% | +4.5% | -9.8% | -7.3% |
| 3Y | +16.5% | +46.2% | -29.8% | +0.1% |
| 5Y | +49.4% | +40.9% | +8.5% | +26.6% |
| 10Y | +282.2% | +145.1% | +137.1% | +143.7% |
| All | +512.7% | +127.4% | +385.2% | +297.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling