-4.4%
DOC vs NWSA
+138.3%
-142.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.1% |
| 7D | -1.5% | -1.9% | +0.4% | -0.8% |
| 30D | -4.8% | +4.6% | -9.3% | -6.4% |
| 3M | +6.9% | +13.2% | -6.3% | +1.7% |
| 6M | +20.7% | +27.0% | -6.3% | +9.9% |
| YTD | +34.1% | +16.8% | +17.3% | +25.6% |
| 1Y | +22.6% | +4.5% | +18.1% | +19.4% |
| 3Y | +20.8% | +46.2% | -25.4% | +2.8% |
| 5Y | -24.9% | +40.9% | -65.8% | -37.2% |
| All | -4.4% | +138.3% | -142.7% | -44.1% |
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