+632.3%
DOC vs WCN
+6,839.3%
-6,207.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.7% |
| 6M | +20.7% | -2.5% | +23.2% | +21.1% |
| YTD | +34.1% | -5.4% | +39.5% | +35.5% |
| 1Y | +22.6% | -8.5% | +31.1% | +24.9% |
| 3Y | +20.8% | +20.8% | 0.0% | +13.4% |
| 5Y | -24.9% | +30.0% | -54.9% | -31.0% |
| 10Y | -1.8% | +238.4% | -240.2% | -27.9% |
| All | +632.3% | +6,839.3% | -6,207.0% | +283.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling