+13.7%
DOC vs NWSA
+145.7%
-132.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -13.4% | +13.1% | +4.6% |
| 7D | +6.2% | -10.1% | +16.3% | +9.9% |
| 30D | +6.5% | -7.3% | +13.7% | +8.9% |
| 3M | -6.2% | -8.6% | +2.3% | -3.8% |
| 6M | +25.6% | +4.4% | +21.2% | +22.3% |
| YTD | +32.1% | +2.1% | +29.9% | +29.1% |
| 1Y | +20.3% | +4.1% | +16.2% | +16.6% |
| 3Y | +42.7% | +23.5% | +19.3% | +28.5% |
| 5Y | -22.2% | +13.5% | -35.7% | -29.8% |
| All | +13.7% | +145.7% | -132.0% | -30.6% |
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