-54.2%
DOCS vs WTW
+51.8%
-106.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -0.9% |
| 7D | -0.8% | +1.4% | -2.1% | -1.3% |
| 30D | +17.4% | +13.1% | +4.3% | +10.8% |
| 3M | +57.4% | -3.0% | +60.3% | +59.7% |
| 6M | +26.5% | +31.2% | -4.7% | +11.7% |
| YTD | -26.6% | +1.1% | -27.7% | -27.8% |
| 1Y | -48.1% | +3.4% | -51.5% | -49.6% |
| 3Y | +52.6% | +44.7% | +7.9% | +16.3% |
| All | -54.2% | +51.8% | -106.1% | -68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling