-51.1%
DOCS vs SW
-1.6%
-49.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -4.0% |
| 7D | -1.3% | +4.7% | -6.0% | -2.1% |
| 30D | +19.4% | +5.0% | +14.4% | +18.2% |
| 3M | +53.4% | -7.3% | +60.7% | +55.6% |
| 6M | +28.8% | +15.0% | +13.8% | +25.2% |
| YTD | -25.1% | +18.5% | -43.6% | -28.3% |
| 1Y | -48.1% | +27.1% | -75.3% | -51.1% |
| 3Y | +51.4% | +49.3% | +2.1% | +34.9% |
| 5Y | -51.1% | -1.6% | -49.5% | -51.9% |
| All | -51.1% | -1.6% | -49.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling