+14,159.6%
GWW vs DOC
+2,974.4%
+11,185.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.6% |
| 3M | +2.9% | +6.9% | -4.0% | +0.8% |
| 6M | +15.8% | +20.7% | -5.0% | +9.1% |
| YTD | +32.0% | +34.1% | -2.1% | +20.6% |
| 1Y | +29.9% | +22.6% | +7.3% | +21.5% |
| 3Y | +91.1% | +20.8% | +70.2% | +76.6% |
| 5Y | +223.9% | -24.9% | +248.8% | +239.3% |
| 10Y | +567.0% | -1.8% | +568.9% | +520.7% |
| All | +14,159.6% | +2,974.4% | +11,185.2% | +6,379.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling