-55.0%
DOCS vs ITW
+38.4%
-93.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.8% | -1.6% |
| 7D | -0.6% | +0.5% | -1.0% | -0.7% |
| 30D | +6.3% | +9.1% | -2.8% | +1.1% |
| 3M | +26.5% | -1.6% | +28.1% | +27.5% |
| 6M | +24.8% | +14.5% | +10.3% | +14.6% |
| YTD | -26.8% | +19.2% | -46.0% | -36.4% |
| 1Y | -38.3% | +20.9% | -59.2% | -47.0% |
| 3Y | +36.0% | +33.1% | +2.9% | +4.8% |
| 5Y | -55.0% | +38.2% | -93.2% | -69.3% |
| All | -55.0% | +38.4% | -93.4% | -69.3% |
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