+126.3%
EWT vs DOCS
-19.4%
+145.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.9% | -2.9% |
| 7D | +13.2% | +0.1% | +13.2% | +13.2% |
| 30D | -14.3% | +8.7% | -23.0% | -14.8% |
| 3M | -8.4% | +32.9% | -41.3% | -10.5% |
| 6M | +3.7% | +25.5% | -21.8% | +1.0% |
| YTD | +53.1% | -25.0% | +78.1% | +55.3% |
| 1Y | +55.5% | -34.9% | +90.4% | +59.6% |
| 3Y | +155.6% | +39.3% | +116.3% | +139.6% |
| 5Y | +119.3% | -54.8% | +174.1% | +114.1% |
| All | +126.3% | -19.4% | +145.7% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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