-51.1%
DOCS vs TW
+38.7%
-89.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.5% |
| 7D | -1.3% | +7.3% | -8.6% | -4.8% |
| 30D | +19.4% | +18.6% | +0.8% | +9.7% |
| 3M | +53.4% | +24.8% | +28.6% | +37.1% |
| 6M | +28.8% | +16.1% | +12.7% | +18.5% |
| YTD | -25.1% | +19.1% | -44.1% | -33.0% |
| 1Y | -48.1% | +22.8% | -70.9% | -54.7% |
| 3Y | +51.4% | +40.4% | +11.0% | +12.8% |
| 5Y | -51.1% | +37.9% | -89.0% | -61.9% |
| All | -51.1% | +38.7% | -89.8% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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