+60.3%
DOCS vs ITW
+34.2%
+26.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -0.9% | +0.4% |
| 7D | 0.0% | -1.1% | +1.1% | +0.5% |
| 30D | +7.8% | +8.6% | -0.8% | +4.9% |
| 3M | +20.0% | -2.7% | +22.7% | +21.2% |
| 6M | +26.5% | +14.0% | +12.6% | +21.1% |
| YTD | -25.8% | +18.6% | -44.4% | -32.2% |
| 1Y | -39.5% | +19.8% | -59.2% | -45.1% |
| 3Y | +60.3% | +34.8% | +25.5% | -8.6% |
| All | +60.3% | +34.2% | +26.1% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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