+10.8%
DOC vs WETO
-99.8%
+110.6%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.2% | -0.2% |
| 7D | +6.2% | +4.5% | +1.7% | +6.2% |
| 30D | +6.5% | -17.7% | +24.2% | +6.5% |
| 3M | -6.2% | -83.1% | +76.8% | -6.2% |
| 6M | +25.6% | -98.3% | +123.9% | +27.1% |
| YTD | +32.1% | -99.0% | +131.1% | +33.2% |
| 1Y | +20.3% | -99.3% | +119.6% | +21.5% |
| All | +10.8% | -99.8% | +110.6% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling