+95.3%
DOCU vs NWSA
+81.3%
+14.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.5% |
| 7D | -5.5% | -9.4% | +3.8% | -1.3% |
| 30D | +12.6% | -7.8% | +20.4% | +16.7% |
| 3M | +36.4% | -10.8% | +47.2% | +43.3% |
| 6M | +66.8% | +1.1% | +65.7% | +64.0% |
| YTD | +13.5% | +1.8% | +11.7% | +11.0% |
| 1Y | +11.3% | +6.0% | +5.3% | +6.4% |
| 3Y | +92.1% | +24.6% | +67.5% | +69.0% |
| 5Y | -71.0% | +13.1% | -84.1% | -74.3% |
| All | +95.3% | +81.3% | +14.1% | +38.4% |
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