-21.4%
DOC vs WCN
+47.5%
-68.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.4% | +2.0% |
| 7D | +8.7% | +6.7% | +2.0% | +5.9% |
| 30D | +7.6% | +24.3% | -16.7% | -1.7% |
| 3M | -5.3% | +16.1% | -21.4% | -11.1% |
| 6M | +27.6% | +19.9% | +7.7% | +17.7% |
| YTD | +32.4% | +10.1% | +22.3% | +26.5% |
| 1Y | +22.9% | +14.4% | +8.4% | +15.1% |
| 3Y | +43.1% | +46.9% | -3.8% | +14.1% |
| 5Y | -21.4% | +45.8% | -67.2% | -38.0% |
| All | -21.4% | +47.5% | -68.9% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling