-4.4%
DOC vs WTW
+203.4%
-207.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -0.9% |
| 7D | -1.5% | -2.6% | +1.1% | -0.4% |
| 30D | -4.8% | -1.0% | -3.8% | -4.4% |
| 3M | +6.9% | +29.9% | -23.0% | -4.6% |
| 6M | +20.7% | +10.7% | +10.0% | +14.3% |
| YTD | +34.1% | +2.6% | +31.6% | +30.2% |
| 1Y | +22.6% | +2.8% | +19.9% | +18.7% |
| 3Y | +20.8% | +67.3% | -46.4% | -9.7% |
| 5Y | -24.9% | +56.6% | -81.5% | -43.0% |
| All | -4.4% | +203.4% | -207.8% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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