+119.0%
EWT vs DOCS
-52.4%
+171.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +9.1% | +2.6% | +6.6% | +8.9% |
| 30D | -12.2% | +11.4% | -23.7% | -13.0% |
| 3M | -9.4% | +25.4% | -34.8% | -11.2% |
| 6M | +2.7% | +42.5% | -39.9% | -1.3% |
| YTD | +53.3% | -24.7% | +78.0% | +55.9% |
| 1Y | +59.2% | -32.9% | +92.1% | +63.6% |
| 3Y | +157.1% | +39.6% | +117.5% | +138.3% |
| All | +119.0% | -52.4% | +171.4% | +111.7% |
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