-50.3%
DOCS vs NWSA
+24.7%
-75.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -1.4% |
| 7D | -1.4% | -1.9% | +0.5% | 0.0% |
| 30D | +21.8% | +4.6% | +17.2% | +16.4% |
| 3M | +27.3% | +13.2% | +14.1% | +13.7% |
| 6M | -0.3% | +27.0% | -27.3% | -19.2% |
| YTD | -40.5% | +16.8% | -57.3% | -48.1% |
| 1Y | -61.5% | +4.5% | -66.1% | -63.7% |
| 3Y | +8.2% | +46.2% | -38.1% | -23.6% |
| 5Y | -73.4% | +40.9% | -114.3% | -81.2% |
| All | -50.3% | +24.7% | -75.0% | -62.5% |
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