-38.0%
DOCS vs WTW
+52.5%
-90.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.4% |
| 7D | 0.0% | +0.5% | -0.5% | -0.1% |
| 30D | +7.8% | +10.4% | -2.6% | +3.0% |
| 3M | +20.0% | -4.8% | +24.8% | +22.6% |
| 6M | +26.5% | +28.5% | -1.9% | +13.3% |
| YTD | -25.8% | +0.5% | -26.3% | -26.8% |
| 1Y | -39.5% | +1.6% | -41.1% | -40.6% |
| 3Y | +60.3% | +42.5% | +17.8% | +26.8% |
| 5Y | -57.0% | +49.8% | -106.8% | -68.5% |
| All | -38.0% | +52.5% | -90.5% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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