-32.9%
DOCN vs NWSA
+15.5%
-48.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.7% | +7.3% | +7.5% |
| 7D | -12.8% | -10.5% | -2.3% | -4.4% |
| 30D | -41.9% | -8.8% | -33.2% | -37.6% |
| 3M | -36.9% | -6.5% | -30.4% | -34.3% |
| 6M | -52.2% | -1.3% | -50.9% | -54.0% |
| YTD | +62.7% | +2.5% | +60.2% | +47.8% |
| 1Y | +58.2% | +0.2% | +58.1% | +47.1% |
| 3Y | +219.5% | +27.6% | +191.9% | +125.2% |
| 5Y | -32.9% | +17.0% | -49.9% | -45.8% |
| All | -32.9% | +15.5% | -48.4% | -45.8% |
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