-50.3%
DOCS vs ITW
+37.1%
-87.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.9% |
| 5Y | -73.4% | +33.0% | -106.4% | -80.3% |
| All | -50.3% | +37.1% | -87.4% | -62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling