-4.4%
DOC vs WCC
+471.3%
-475.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -2.6% |
| 7D | -1.5% | +4.5% | -5.9% | -2.5% |
| 30D | -4.8% | -5.8% | +1.0% | -3.7% |
| 3M | +6.9% | -3.7% | +10.5% | +6.8% |
| 6M | +20.7% | +23.1% | -2.3% | +13.5% |
| YTD | +34.1% | +44.2% | -10.0% | +21.1% |
| 1Y | +22.6% | +62.1% | -39.4% | +7.1% |
| 3Y | +20.8% | +121.1% | -100.3% | -6.6% |
| 5Y | -24.9% | +214.0% | -238.8% | -49.5% |
| All | -4.4% | +471.3% | -475.7% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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