-23.6%
DOC vs WTW
+56.1%
-79.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.2% |
| 7D | -1.5% | -2.6% | +1.1% | -0.8% |
| 30D | -4.8% | -1.0% | -3.8% | -4.5% |
| 3M | +6.9% | +29.9% | -23.0% | -1.0% |
| 6M | +20.7% | +10.7% | +10.0% | +16.8% |
| YTD | +34.1% | +2.6% | +31.6% | +32.3% |
| 1Y | +22.6% | +2.8% | +19.9% | +20.7% |
| 3Y | +20.8% | +67.3% | -46.4% | -3.8% |
| All | -23.6% | +56.1% | -79.7% | -38.3% |
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