+2.9%
DOC vs NWSA
+129.5%
-126.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.7% | -0.6% | +1.9% |
| 7D | +8.7% | +4.3% | +4.5% | +7.3% |
| 30D | +7.6% | +5.6% | +2.1% | +5.8% |
| 3M | -5.3% | +7.3% | -12.5% | -7.6% |
| 6M | +27.6% | +18.8% | +8.8% | +20.1% |
| YTD | +32.4% | +17.9% | +14.5% | +24.4% |
| 1Y | +22.9% | +19.3% | +3.5% | +14.8% |
| 3Y | +43.1% | +42.5% | +0.6% | +25.2% |
| 5Y | -21.4% | +36.0% | -57.4% | -31.9% |
| 10Y | +16.8% | +187.8% | -171.0% | -25.9% |
| All | +2.9% | +129.5% | -126.6% | -33.5% |
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