+10.6%
DOC vs WETO
-99.9%
+110.5%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | -0.2% |
| 7D | -0.9% | -39.7% | +38.8% | -0.8% |
| 30D | +7.7% | -26.7% | +34.5% | +7.7% |
| 3M | -2.0% | -83.1% | +81.1% | -1.9% |
| 6M | +5.9% | -98.8% | +104.7% | +7.2% |
| YTD | +31.8% | -99.3% | +131.1% | +33.0% |
| 1Y | +22.5% | -99.4% | +121.9% | +23.7% |
| All | +10.6% | -99.9% | +110.5% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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