-3.2%
DOC vs TW
+285.7%
-288.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.3% |
| 7D | +6.2% | +7.3% | -1.1% | +4.6% |
| 30D | +6.5% | +18.6% | -12.1% | +2.4% |
| 3M | -6.2% | +24.8% | -31.1% | -11.0% |
| 6M | +25.6% | +16.1% | +9.5% | +20.7% |
| YTD | +32.1% | +19.1% | +13.0% | +25.3% |
| 1Y | +20.3% | +22.8% | -2.5% | +13.1% |
| 3Y | +42.7% | +40.4% | +2.3% | +26.2% |
| 5Y | -22.2% | +37.9% | -60.0% | -32.6% |
| All | -3.2% | +285.7% | -288.8% | -35.8% |
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