-54.2%
DOCS vs ITW
+34.3%
-88.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.5% | -1.1% |
| 7D | -0.8% | +0.9% | -1.6% | -1.2% |
| 30D | +17.4% | +7.6% | +9.8% | +12.6% |
| 3M | +57.4% | -4.0% | +61.4% | +61.2% |
| 6M | +26.5% | +9.2% | +17.3% | +19.5% |
| YTD | -26.6% | +16.2% | -42.8% | -35.3% |
| 1Y | -48.1% | +17.9% | -66.0% | -54.8% |
| 3Y | +52.6% | +30.6% | +22.0% | +18.8% |
| All | -54.2% | +34.3% | -88.5% | -68.3% |
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