+98.6%
DOCU vs NWSA
+81.9%
+16.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -13.4% | +11.4% | +5.0% |
| 7D | -3.2% | -10.1% | +6.9% | +1.6% |
| 30D | +15.7% | -7.3% | +22.9% | +19.5% |
| 3M | +37.3% | -8.6% | +45.8% | +42.4% |
| 6M | +63.1% | +4.4% | +58.7% | +57.5% |
| YTD | +15.4% | +2.1% | +13.2% | +12.7% |
| 1Y | +11.3% | +4.1% | +7.3% | +7.4% |
| 3Y | +92.1% | +23.5% | +68.6% | +69.8% |
| 5Y | -70.5% | +13.5% | -84.0% | -73.9% |
| All | +98.6% | +81.9% | +16.7% | +40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling