-52.9%
DOCS vs IWF
+55.4%
-108.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +1.7% |
| 7D | +2.6% | +2.8% | -0.3% | -0.8% |
| 30D | +11.4% | -7.5% | +19.0% | +21.5% |
| 3M | +25.4% | -8.5% | +33.9% | +37.9% |
| 6M | +42.5% | -7.4% | +50.0% | +52.8% |
| YTD | -24.7% | -2.6% | -22.1% | -24.7% |
| 1Y | -32.9% | -1.8% | -31.1% | -33.8% |
| 3Y | +39.6% | +65.5% | -25.8% | -34.6% |
| All | -52.9% | +55.4% | -108.3% | -73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling