-37.3%
DOCS vs GWW
+252.1%
-289.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.5% | +2.1% |
| 7D | -4.2% | 0.0% | -4.2% | -4.2% |
| 30D | +8.6% | +14.0% | -5.3% | +3.7% |
| 3M | +27.2% | +14.4% | +12.9% | +21.3% |
| 6M | +26.5% | +21.7% | +4.8% | +16.7% |
| YTD | -25.0% | +48.4% | -73.4% | -37.2% |
| 1Y | -37.0% | +58.4% | -95.4% | -48.9% |
| 3Y | +39.4% | +92.3% | -52.9% | +1.4% |
| 5Y | -56.7% | +221.8% | -278.5% | -76.4% |
| All | -37.3% | +252.1% | -289.4% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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