-37.4%
DOCS vs GWW
+255.9%
-293.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.5% |
| 7D | +0.1% | +3.7% | -3.6% | -1.3% |
| 30D | +8.7% | +13.6% | -4.9% | +3.9% |
| 3M | +32.9% | +15.4% | +17.5% | +26.2% |
| 6M | +25.5% | +21.8% | +3.7% | +15.8% |
| YTD | -25.0% | +50.0% | -75.1% | -37.5% |
| 1Y | -34.9% | +60.2% | -95.1% | -47.4% |
| 3Y | +39.3% | +94.4% | -55.0% | +0.9% |
| 5Y | -54.8% | +221.8% | -276.6% | -75.4% |
| All | -37.4% | +255.9% | -293.2% | -67.2% |
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