-21.4%
DOC vs NWSA
+36.9%
-58.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.7% | -0.6% | +1.8% |
| 7D | +8.7% | +4.3% | +4.5% | +7.1% |
| 30D | +7.6% | +5.6% | +2.1% | +5.6% |
| 3M | -5.3% | +7.3% | -12.5% | -7.8% |
| 6M | +27.6% | +18.8% | +8.8% | +19.3% |
| YTD | +32.4% | +17.9% | +14.5% | +23.7% |
| 1Y | +22.9% | +19.3% | +3.5% | +14.1% |
| 3Y | +43.1% | +42.5% | +0.6% | +22.9% |
| 5Y | -21.4% | +36.0% | -57.4% | -34.9% |
| All | -21.4% | +36.9% | -58.3% | -34.9% |
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