+97.4%
EWT vs DOCS
-54.0%
+151.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.5% | -4.3% | -7.2% | -11.2% |
| 7D | -19.0% | -1.3% | -17.6% | -18.9% |
| 30D | -27.0% | +19.4% | -46.4% | -28.0% |
| 3M | -15.6% | +53.4% | -69.0% | -18.9% |
| 6M | -7.4% | +28.8% | -36.2% | -10.2% |
| YTD | +35.2% | -25.1% | +60.2% | +37.5% |
| 1Y | +36.0% | -48.1% | +84.2% | +43.3% |
| 3Y | +128.2% | +51.4% | +76.9% | +109.4% |
| 5Y | +97.4% | -51.1% | +148.5% | +91.1% |
| All | +97.4% | -54.0% | +151.3% | +91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling