+66.4%
DOCN vs NWSA
+6.0%
+60.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -13.4% | -2.5% | -6.0% |
| 7D | -29.3% | -10.1% | -19.2% | -23.3% |
| 30D | -46.0% | -7.3% | -38.8% | -43.0% |
| 3M | -43.2% | -8.6% | -34.6% | -40.1% |
| 6M | -53.7% | +4.4% | -58.2% | -57.4% |
| YTD | +46.9% | +2.1% | +44.8% | +35.4% |
| 1Y | +54.3% | +4.1% | +50.3% | +39.5% |
| 3Y | +185.5% | +23.5% | +162.1% | +119.2% |
| 5Y | -31.1% | +13.5% | -44.6% | -46.9% |
| All | +66.4% | +6.0% | +60.3% | +27.1% |
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