-1.6%
DOC vs TW
+221.1%
-222.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | -1.5% | -2.3% | +0.8% | -1.0% |
| 30D | -4.8% | +3.9% | -8.7% | -5.7% |
| 3M | +6.9% | +5.7% | +1.2% | +5.0% |
| 6M | +20.7% | -14.5% | +35.3% | +24.6% |
| YTD | +34.1% | -0.9% | +35.0% | +32.8% |
| 1Y | +22.6% | -13.5% | +36.1% | +25.6% |
| 3Y | +20.8% | +25.0% | -4.2% | +9.1% |
| 5Y | -24.9% | +22.7% | -47.5% | -33.6% |
| All | -1.6% | +221.1% | -222.7% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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