-34.6%
DOCS vs IWD
+85.5%
-120.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.8% | +2.7% |
| 7D | +1.2% | +2.5% | -1.3% | -2.2% |
| 30D | +21.3% | +6.0% | +15.3% | +12.2% |
| 3M | +58.4% | +3.8% | +54.6% | +51.2% |
| 6M | +39.3% | +16.3% | +23.0% | +12.7% |
| YTD | -21.7% | +27.5% | -49.2% | -45.1% |
| 1Y | -47.3% | +32.8% | -80.1% | -65.3% |
| 3Y | +58.2% | +84.3% | -26.1% | -37.6% |
| 5Y | -52.3% | +75.7% | -128.0% | -79.0% |
| All | -34.6% | +85.5% | -120.1% | -71.7% |
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