-37.4%
DOCS vs NWSA
+9.0%
-46.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -13.4% | +9.1% | +5.7% |
| 7D | -1.3% | -10.1% | +8.7% | +6.0% |
| 30D | +19.4% | -7.3% | +26.6% | +25.3% |
| 3M | +53.4% | -8.6% | +62.0% | +60.8% |
| 6M | +28.8% | +4.4% | +24.3% | +20.6% |
| YTD | -25.1% | +2.1% | -27.2% | -28.3% |
| 1Y | -48.1% | +4.1% | -52.2% | -51.7% |
| 3Y | +51.4% | +23.5% | +27.9% | +20.8% |
| 5Y | -51.1% | +13.5% | -64.6% | -59.8% |
| All | -37.4% | +9.0% | -46.4% | -48.2% |
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 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