-37.1%
DOCS vs WAB
+275.3%
-312.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.9% |
| 7D | +2.6% | +5.1% | -2.5% | -0.1% |
| 30D | +11.4% | +4.0% | +7.4% | +8.9% |
| 3M | +25.4% | +0.1% | +25.3% | +24.6% |
| 6M | +42.5% | +12.8% | +29.8% | +29.6% |
| YTD | -24.7% | +40.1% | -64.8% | -42.4% |
| 1Y | -32.9% | +46.4% | -79.3% | -50.3% |
| 3Y | +39.6% | +167.4% | -127.8% | -37.5% |
| 5Y | -54.6% | +215.0% | -269.7% | -82.8% |
| All | -37.1% | +275.3% | -312.4% | -77.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling