+22.9%
DOC vs WCN
+16.1%
+6.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.4% | +2.4% |
| 7D | +8.7% | +6.7% | +2.0% | +7.1% |
| 30D | +7.6% | +24.3% | -16.7% | +2.9% |
| 3M | -5.3% | +16.1% | -21.4% | -8.4% |
| 6M | +27.6% | +19.9% | +7.7% | +22.7% |
| YTD | +32.4% | +10.1% | +22.3% | +29.5% |
| 1Y | +22.9% | +14.4% | +8.4% | +18.5% |
| All | +22.9% | +16.1% | +6.8% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling