-47.3%
DOCS vs WAB
+46.5%
-93.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.1% | +5.3% | +6.8% |
| 7D | +1.2% | +4.5% | -3.3% | +3.0% |
| 30D | +21.3% | +1.1% | +20.2% | +21.7% |
| 3M | +58.4% | -1.3% | +59.7% | +57.8% |
| 6M | +39.3% | +12.7% | +26.6% | +46.4% |
| YTD | -21.7% | +38.7% | -60.4% | -19.8% |
| 1Y | -47.3% | +44.9% | -92.3% | -47.9% |
| All | -47.3% | +46.5% | -93.9% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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