-52.9%
DOCS vs ITW
+35.5%
-88.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.3% |
| 7D | +2.6% | +2.3% | +0.2% | +1.1% |
| 30D | +11.4% | +6.7% | +4.7% | +7.3% |
| 3M | +25.4% | -0.5% | +25.9% | +25.6% |
| 6M | +42.5% | +16.4% | +26.1% | +29.4% |
| YTD | -24.7% | +19.0% | -43.7% | -34.7% |
| 1Y | -32.9% | +20.2% | -53.2% | -42.3% |
| 3Y | +39.6% | +33.1% | +6.5% | +7.1% |
| All | -52.9% | +35.5% | -88.4% | -68.2% |
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