-53.9%
DOCS vs WTW
+51.3%
-105.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.8% | -4.5% | -6.1% |
| 7D | -7.3% | -2.7% | -4.6% | -6.1% |
| 30D | -10.9% | -5.6% | -5.2% | -8.5% |
| 3M | +20.3% | +26.5% | -6.2% | +8.7% |
| 6M | -3.6% | +8.1% | -11.8% | -7.3% |
| YTD | -44.9% | -0.3% | -44.5% | -45.3% |
| 1Y | -64.9% | -0.9% | -64.0% | -65.2% |
| 3Y | +7.6% | +66.6% | -59.0% | -24.3% |
| 5Y | -74.0% | +54.0% | -127.9% | -81.2% |
| All | -53.9% | +51.3% | -105.2% | -66.9% |
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