+324.3%
DOCN vs NWSA
+47.8%
+276.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.8% | +4.6% | +3.8% |
| 7D | +1.1% | -1.9% | +3.0% | +2.1% |
| 30D | -9.6% | +4.6% | -14.2% | -12.1% |
| 3M | -37.7% | +13.2% | -50.9% | -43.3% |
| 6M | +115.2% | +27.0% | +88.2% | +77.8% |
| YTD | +133.7% | +16.8% | +116.9% | +105.2% |
| 1Y | +250.2% | +4.5% | +245.6% | +239.4% |
| All | +324.3% | +47.8% | +276.4% | +184.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling