+52.6%
DOCS vs ITW
+29.5%
+23.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.5% | -1.5% |
| 7D | -0.8% | +0.9% | -1.6% | -1.0% |
| 30D | +17.4% | +7.6% | +9.8% | +14.7% |
| 3M | +57.4% | -4.0% | +61.4% | +59.8% |
| 6M | +26.5% | +9.2% | +17.3% | +22.9% |
| YTD | -26.6% | +16.2% | -42.8% | -32.5% |
| 1Y | -48.1% | +17.9% | -66.0% | -52.7% |
| 3Y | +52.6% | +30.6% | +22.0% | -7.1% |
| All | +52.6% | +29.5% | +23.1% | -7.1% |
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