+22.3%
DOC vs WCN
+20.7%
+1.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.5% |
| 7D | -1.5% | -0.6% | -0.8% | -1.3% |
| 30D | -4.8% | +0.4% | -5.2% | -4.9% |
| 3M | +6.9% | +7.3% | -0.4% | +4.6% |
| 6M | +20.7% | -2.5% | +23.2% | +21.6% |
| YTD | +34.1% | -5.4% | +39.5% | +36.2% |
| 1Y | +22.6% | -8.5% | +31.1% | +25.9% |
| All | +22.3% | +20.7% | +1.6% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling