+25.6%
DOC vs WETO
-98.3%
+123.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | -0.3% |
| 7D | +6.2% | +4.4% | +1.8% | +6.2% |
| 30D | +6.5% | -17.8% | +24.3% | +6.4% |
| 3M | -6.2% | -83.1% | +76.8% | -5.7% |
| 6M | +25.6% | -98.3% | +123.9% | +36.5% |
| All | +25.6% | -98.3% | +123.9% | +36.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling