-37.3%
DOCS vs IWD
+84.4%
-121.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.0% | +1.8% |
| 7D | -4.2% | -0.6% | -3.6% | -3.4% |
| 30D | +8.6% | +3.6% | +5.0% | +3.6% |
| 3M | +27.2% | +2.7% | +24.6% | +23.1% |
| 6M | +26.5% | +13.2% | +13.3% | +6.5% |
| YTD | -25.0% | +26.8% | -51.7% | -47.0% |
| 1Y | -37.0% | +29.3% | -66.3% | -56.7% |
| 3Y | +39.4% | +85.1% | -45.7% | -45.6% |
| 5Y | -56.7% | +74.2% | -130.9% | -80.7% |
| All | -37.3% | +84.4% | -121.8% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling