+43.9%
DOC vs WTW
+47.7%
-3.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | +6.2% | +4.9% | +1.3% | +5.4% |
| 30D | +6.5% | +15.3% | -8.8% | +4.2% |
| 3M | -6.2% | -0.1% | -6.1% | -6.3% |
| 6M | +25.6% | +30.6% | -5.0% | +20.5% |
| YTD | +32.1% | +3.5% | +28.6% | +31.8% |
| 1Y | +20.3% | +5.5% | +14.8% | +19.3% |
| All | +43.9% | +47.7% | -3.7% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling