+101.7%
DOCU vs NWSA
+80.5%
+21.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +1.1% |
| 7D | +1.6% | -0.8% | +2.4% | +2.0% |
| 30D | +10.8% | -11.3% | +22.2% | +17.2% |
| 3M | +38.0% | -8.1% | +46.0% | +42.9% |
| 6M | +77.4% | -0.7% | +78.1% | +76.0% |
| YTD | +17.2% | +1.3% | +15.8% | +14.9% |
| 1Y | +15.6% | -1.3% | +16.9% | +14.9% |
| 3Y | +95.6% | +28.4% | +67.2% | +69.6% |
| 5Y | -69.7% | +15.3% | -85.0% | -73.2% |
| All | +101.7% | +80.5% | +21.3% | +43.2% |
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