+52.6%
DOCS vs IWF
+65.2%
-12.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -3.0% |
| 7D | -0.8% | -5.0% | +4.2% | +3.3% |
| 30D | +17.4% | -13.2% | +30.6% | +31.6% |
| 3M | +57.4% | -9.4% | +66.8% | +70.3% |
| 6M | +26.5% | -8.6% | +35.1% | +34.6% |
| YTD | -26.6% | -5.3% | -21.3% | -24.3% |
| 1Y | -48.1% | -5.0% | -43.1% | -46.7% |
| 3Y | +52.6% | +64.6% | -12.0% | -32.4% |
| All | +52.6% | +65.2% | -12.6% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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