-22.0%
DOC vs WTW
+56.0%
-78.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.2% | +2.3% |
| 7D | +8.7% | +4.9% | +3.8% | +7.2% |
| 30D | +7.6% | +17.1% | -9.5% | +2.9% |
| 3M | -5.3% | -0.3% | -4.9% | -5.3% |
| 6M | +27.6% | +30.7% | -3.1% | +17.3% |
| YTD | +32.4% | +3.7% | +28.7% | +30.0% |
| 1Y | +22.9% | +5.9% | +17.0% | +19.6% |
| 3Y | +43.1% | +48.2% | -5.1% | +19.3% |
| All | -22.0% | +56.0% | -78.0% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling