+103.1%
DOCN vs NWSA
+8.0%
+95.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.7% | -6.8% | -6.1% |
| 7D | +19.1% | +2.2% | +16.9% | +17.1% |
| 30D | -21.0% | -8.8% | -12.3% | -15.7% |
| 3M | -34.7% | -6.5% | -28.3% | -32.2% |
| 6M | -45.8% | +1.5% | -47.3% | -48.7% |
| YTD | +79.4% | +4.0% | +75.4% | +62.8% |
| 1Y | +91.0% | +3.4% | +87.6% | +74.1% |
| 3Y | +237.5% | +34.8% | +202.6% | +139.8% |
| 5Y | -30.4% | +18.4% | -48.8% | -47.3% |
| All | +103.1% | +8.0% | +95.1% | +52.9% |
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 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