-50.3%
DOCS vs IWF
+89.1%
-139.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.7% |
| 7D | -1.4% | +0.5% | -2.0% | -2.0% |
| 30D | +21.8% | -0.4% | +22.2% | +22.6% |
| 3M | +27.3% | -2.6% | +29.9% | +30.4% |
| 6M | -0.3% | +9.1% | -9.5% | -12.1% |
| YTD | -40.5% | +4.5% | -45.0% | -44.8% |
| 1Y | -61.5% | +10.1% | -71.6% | -66.7% |
| 3Y | +8.2% | +77.6% | -69.5% | -52.8% |
| 5Y | -73.4% | +73.7% | -147.1% | -87.4% |
| All | -50.3% | +89.1% | -139.4% | -74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling