-51.1%
DOCS vs GWW
+217.1%
-268.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.6% | -1.7% | -3.3% |
| 7D | -1.3% | +5.8% | -7.1% | -3.3% |
| 30D | +19.4% | +13.8% | +5.6% | +13.9% |
| 3M | +53.4% | +13.2% | +40.2% | +46.5% |
| 6M | +28.8% | +28.4% | +0.3% | +15.6% |
| YTD | -25.1% | +44.7% | -69.8% | -37.0% |
| 1Y | -48.1% | +52.1% | -100.2% | -57.5% |
| 3Y | +51.4% | +93.9% | -42.5% | +7.5% |
| 5Y | -51.1% | +221.4% | -272.5% | -75.2% |
| All | -51.1% | +217.1% | -268.2% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling