+39.3%
DOCS vs SW
+17.5%
+21.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.1% | +2.3% | +5.1% |
| 7D | +1.2% | +12.1% | -10.8% | -2.1% |
| 30D | +21.3% | +6.6% | +14.8% | +18.9% |
| 3M | +58.4% | -6.0% | +64.4% | +61.0% |
| 6M | +39.3% | +21.5% | +17.8% | +35.2% |
| All | +39.3% | +17.5% | +21.8% | +35.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling