-50.3%
DOCS vs SW
+5.7%
-56.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.0% | -3.0% |
| 7D | -1.4% | -5.1% | +3.7% | -0.5% |
| 30D | +21.8% | -4.6% | +26.4% | +22.9% |
| 3M | +27.3% | +9.4% | +17.9% | +25.1% |
| 6M | -0.3% | +3.5% | -3.9% | -1.5% |
| YTD | -40.5% | +22.0% | -62.5% | -43.3% |
| 1Y | -61.5% | +2.2% | -63.8% | -62.2% |
| 3Y | +8.2% | +19.6% | -11.4% | +0.8% |
| 5Y | -73.4% | -2.3% | -71.1% | -75.0% |
| All | -50.3% | +5.7% | -56.0% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling