-76.5%
DOCU vs NWSA
+40.7%
-117.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.5% | +5.2% |
| 7D | +6.9% | -1.9% | +8.8% | +8.5% |
| 30D | +19.0% | +4.6% | +14.4% | +14.1% |
| 3M | +34.3% | +13.2% | +21.1% | +20.6% |
| 6M | +48.0% | +27.0% | +21.0% | +19.8% |
| YTD | 0.0% | +16.8% | -16.8% | -13.2% |
| 1Y | -10.3% | +4.5% | -14.8% | -14.5% |
| 3Y | +32.4% | +46.2% | -13.8% | -9.9% |
| All | -76.5% | +40.7% | -117.2% | -85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling