-73.2%
DOCS vs ITW
+34.1%
-107.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.4% |
| 7D | -1.4% | -3.6% | +2.1% | +0.7% |
| 30D | +21.8% | -9.1% | +31.0% | +28.8% |
| 3M | +27.3% | +8.2% | +19.1% | +21.3% |
| 6M | -0.3% | -4.8% | +4.4% | +2.0% |
| YTD | -40.5% | +11.0% | -51.5% | -45.9% |
| 1Y | -61.5% | +4.2% | -65.8% | -63.5% |
| 3Y | +8.2% | +17.3% | -9.1% | -8.0% |
| All | -73.2% | +34.1% | -107.3% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling