+55.8%
DOCS vs GWW
+94.2%
-38.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.6% | -1.7% | -3.7% |
| 7D | -1.3% | +5.8% | -7.1% | -2.6% |
| 30D | +19.4% | +13.8% | +5.6% | +16.0% |
| 3M | +53.4% | +13.2% | +40.2% | +49.2% |
| 6M | +28.8% | +28.4% | +0.3% | +19.8% |
| YTD | -25.1% | +44.7% | -69.8% | -34.1% |
| 1Y | -48.1% | +52.1% | -100.2% | -55.5% |
| All | +55.8% | +94.2% | -38.4% | +14.4% |
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 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