+95.7%
DOCU vs NWSA
+82.5%
+13.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.2% |
| 7D | -4.8% | -10.5% | +5.7% | +0.2% |
| 30D | +9.4% | -8.8% | +18.1% | +13.9% |
| 3M | +29.0% | -6.5% | +35.5% | +32.5% |
| 6M | +62.3% | -1.3% | +63.7% | +61.6% |
| YTD | +13.7% | +2.5% | +11.2% | +10.8% |
| 1Y | +11.5% | +0.2% | +11.4% | +10.0% |
| 3Y | +94.2% | +27.6% | +66.6% | +68.9% |
| 5Y | -71.7% | +17.0% | -88.7% | -75.2% |
| All | +95.7% | +82.5% | +13.2% | +38.1% |
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