+11.6%
DOC vs WETO
-99.8%
+111.4%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +20.4% | -19.7% | +0.7% |
| 7D | +6.5% | +36.5% | -30.0% | +6.4% |
| 30D | +9.2% | -14.4% | +23.6% | +9.1% |
| 3M | -2.5% | -82.5% | +80.0% | -2.4% |
| 6M | +7.1% | -97.9% | +104.9% | +8.3% |
| YTD | +33.0% | -98.8% | +131.8% | +34.1% |
| 1Y | +23.3% | -99.1% | +122.4% | +24.4% |
| All | +11.6% | -99.8% | +111.4% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling