+13.7%
DOC vs WCN
+313.7%
-300.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | +6.2% | +5.3% | +0.9% | +3.1% |
| 30D | +6.5% | +24.0% | -17.5% | -6.3% |
| 3M | -6.2% | +16.8% | -23.0% | -14.7% |
| 6M | +25.6% | +22.1% | +3.5% | +10.7% |
| YTD | +32.1% | +10.0% | +22.1% | +23.0% |
| 1Y | +20.3% | +16.2% | +4.1% | +8.1% |
| 3Y | +42.7% | +46.8% | -4.1% | +6.5% |
| 5Y | -22.2% | +47.6% | -69.8% | -43.3% |
| All | +13.7% | +313.7% | -300.0% | -48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling