+116.4%
EWT vs DOCS
-54.3%
+170.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.1% | +6.1% | +7.1% |
| 7D | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | -16.3% | +7.8% | -24.1% | -16.8% |
| 3M | -7.2% | +20.0% | -27.2% | -8.8% |
| 6M | -0.5% | +26.5% | -27.0% | -3.3% |
| YTD | +50.6% | -25.8% | +76.3% | +53.3% |
| 1Y | +54.8% | -39.5% | +94.3% | +60.7% |
| 3Y | +155.5% | +60.3% | +95.1% | +132.9% |
| 5Y | +116.4% | -57.0% | +173.4% | +111.3% |
| All | +116.4% | -54.3% | +170.8% | +111.3% |
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