+70.5%
DOCN vs NWSA
+5.6%
+64.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.9% | +2.8% |
| 7D | -19.2% | -9.4% | -9.8% | -12.8% |
| 30D | -43.1% | -7.8% | -35.3% | -39.6% |
| 3M | -40.7% | -10.8% | -29.9% | -36.2% |
| 6M | -55.0% | +1.1% | -56.0% | -57.4% |
| YTD | +50.6% | +1.8% | +48.8% | +39.1% |
| 1Y | +54.0% | +6.0% | +47.9% | +36.8% |
| 3Y | +203.9% | +24.6% | +179.3% | +131.1% |
| 5Y | -29.4% | +13.1% | -42.5% | -45.5% |
| All | +70.5% | +5.6% | +64.9% | +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