+161.1%
EWT vs DOCS
-36.0%
+197.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.8% | +4.6% | +2.1% |
| 7D | +4.0% | -1.4% | +5.4% | +4.1% |
| 30D | +10.3% | +21.8% | -11.5% | +8.2% |
| 3M | +6.1% | +27.3% | -21.2% | +3.5% |
| 6M | +56.6% | -0.3% | +57.0% | +55.2% |
| YTD | +76.6% | -40.5% | +117.1% | +82.5% |
| 1Y | +97.9% | -61.5% | +159.4% | +112.2% |
| 3Y | +198.0% | +8.2% | +189.8% | +184.5% |
| 5Y | +151.8% | -73.4% | +225.2% | +153.3% |
| All | +161.1% | -36.0% | +197.1% | +159.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling