-50.3%
DOCS vs WTW
+55.6%
-105.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.6% | -1.8% |
| 7D | -1.4% | -2.6% | +1.2% | -0.2% |
| 30D | +21.8% | -1.0% | +22.8% | +22.5% |
| 3M | +27.3% | +29.9% | -2.6% | +13.6% |
| 6M | -0.3% | +10.7% | -11.0% | -5.2% |
| YTD | -40.5% | +2.6% | -43.1% | -41.8% |
| 1Y | -61.5% | +2.8% | -64.3% | -62.6% |
| 3Y | +8.2% | +67.3% | -59.1% | -23.5% |
| 5Y | -73.4% | +56.6% | -130.1% | -81.0% |
| All | -50.3% | +55.6% | -105.9% | -64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling