-47.3%
DOCS vs NWSA
+18.2%
-65.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.7% | +2.6% | +4.7% |
| 7D | +1.2% | +4.3% | -3.0% | -0.6% |
| 30D | +21.3% | +5.6% | +15.7% | +18.6% |
| 3M | +58.4% | +7.3% | +51.1% | +51.7% |
| 6M | +39.3% | +18.8% | +20.4% | +24.6% |
| YTD | -21.7% | +17.9% | -39.6% | -32.3% |
| 1Y | -47.3% | +19.3% | -66.7% | -54.0% |
| All | -47.3% | +18.2% | -65.6% | -54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling