-69.4%
DOCU vs NWSA
+18.8%
-88.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | -1.4% |
| 7D | +4.1% | +2.2% | +1.9% | +2.2% |
| 30D | +7.4% | -8.8% | +16.1% | +14.0% |
| 3M | +26.0% | -6.5% | +32.5% | +30.6% |
| 6M | +79.2% | +1.5% | +77.7% | +72.0% |
| YTD | +18.1% | +4.0% | +14.0% | +10.4% |
| 1Y | +20.5% | +3.4% | +17.1% | +13.1% |
| 3Y | +96.4% | +34.8% | +61.6% | +37.8% |
| All | -69.4% | +18.8% | -88.1% | -79.1% |
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 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