-38.7%
DOCS vs GWW
+240.6%
-279.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -0.8% | +6.0% | -6.8% | -2.7% |
| 30D | +17.4% | +14.0% | +3.4% | +12.1% |
| 3M | +57.4% | +12.5% | +44.8% | +50.8% |
| 6M | +26.5% | +23.6% | +2.9% | +15.8% |
| YTD | -26.6% | +43.6% | -70.2% | -37.8% |
| 1Y | -48.1% | +52.5% | -100.5% | -57.2% |
| 3Y | +52.6% | +92.6% | -39.9% | +10.6% |
| 5Y | -52.1% | +219.0% | -271.1% | -73.8% |
| All | -38.7% | +240.6% | -279.3% | -67.4% |
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