-50.3%
DOCS vs IWD
+79.5%
-129.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -1.8% |
| 7D | -1.4% | -0.3% | -1.2% | -1.0% |
| 30D | +21.8% | +0.6% | +21.2% | +21.1% |
| 3M | +27.3% | +7.2% | +20.1% | +15.6% |
| 6M | -0.3% | +16.2% | -16.5% | -19.8% |
| YTD | -40.5% | +23.3% | -63.8% | -56.5% |
| 1Y | -61.5% | +29.6% | -91.1% | -73.8% |
| 3Y | +8.2% | +70.5% | -62.3% | -52.1% |
| 5Y | -73.4% | +73.5% | -146.9% | -87.9% |
| All | -50.3% | +79.5% | -129.8% | -77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling