+60.3%
DOCS vs NWSA
+26.5%
+33.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.7% |
| 7D | 0.0% | -10.5% | +10.5% | +6.5% |
| 30D | +7.8% | -8.8% | +16.5% | +13.3% |
| 3M | +20.0% | -6.5% | +26.5% | +24.1% |
| 6M | +26.5% | -1.3% | +27.9% | +24.0% |
| YTD | -25.8% | +2.5% | -28.3% | -29.4% |
| 1Y | -39.5% | +0.2% | -39.6% | -41.5% |
| 3Y | +60.3% | +27.6% | +32.7% | +47.2% |
| All | +60.3% | +26.5% | +33.8% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling