+62.8%
DOCS vs IWD
+84.2%
-21.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.8% | +3.4% |
| 7D | +1.2% | +2.5% | -1.3% | -1.6% |
| 30D | +21.3% | +6.0% | +15.3% | +13.8% |
| 3M | +58.4% | +3.8% | +54.6% | +52.5% |
| 6M | +39.3% | +16.3% | +23.0% | +17.8% |
| YTD | -21.7% | +27.5% | -49.2% | -41.3% |
| 1Y | -47.3% | +32.8% | -80.1% | -62.7% |
| All | +62.8% | +84.2% | -21.4% | -42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling