+23.2%
DOC vs WETO
-99.4%
+122.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -23.5% | +22.5% | -1.0% |
| 7D | +4.3% | -23.1% | +27.4% | +4.4% |
| 30D | +9.2% | -43.4% | +52.5% | +9.2% |
| 3M | -0.8% | -87.9% | +87.0% | -0.7% |
| 6M | +7.1% | -98.7% | +105.8% | +8.8% |
| YTD | +34.0% | -99.3% | +133.3% | +36.1% |
| 1Y | +23.2% | -99.4% | +122.6% | +24.9% |
| All | +23.2% | -99.4% | +122.6% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling