+52.6%
DOCS vs GWW
+92.7%
-40.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -0.8% | +6.0% | -6.8% | -2.0% |
| 30D | +17.4% | +14.0% | +3.4% | +14.1% |
| 3M | +57.4% | +12.5% | +44.8% | +53.3% |
| 6M | +26.5% | +23.6% | +2.9% | +19.1% |
| YTD | -26.6% | +43.6% | -70.2% | -35.3% |
| 1Y | -48.1% | +52.5% | -100.5% | -55.5% |
| 3Y | +52.6% | +92.6% | -39.9% | +12.3% |
| All | +52.6% | +92.7% | -40.1% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling