+566.5%
GWW vs DOC
-2.1%
+568.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.4% |
| 7D | +1.4% | -1.5% | +2.9% | +1.8% |
| 30D | +3.3% | -4.8% | +8.0% | +4.7% |
| 3M | +2.9% | +6.9% | -4.0% | +0.6% |
| 6M | +15.8% | +20.7% | -5.0% | +8.3% |
| YTD | +32.0% | +34.1% | -2.1% | +19.2% |
| 1Y | +29.9% | +22.6% | +7.3% | +20.5% |
| 3Y | +91.1% | +20.8% | +70.2% | +75.0% |
| 5Y | +223.9% | -24.9% | +248.8% | +243.5% |
| All | +566.5% | -2.1% | +568.5% | +519.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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