-37.4%
DOCS vs WAB
+250.8%
-288.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.6% | +1.3% | -1.4% |
| 7D | -1.3% | -2.5% | +1.1% | 0.0% |
| 30D | +19.4% | -4.4% | +23.8% | +22.0% |
| 3M | +53.4% | -5.9% | +59.3% | +57.3% |
| 6M | +28.8% | +5.9% | +22.8% | +21.0% |
| YTD | -25.1% | +30.9% | -56.0% | -40.5% |
| 1Y | -48.1% | +35.8% | -84.0% | -60.0% |
| 3Y | +51.4% | +154.0% | -102.6% | -30.7% |
| 5Y | -51.1% | +203.9% | -255.0% | -81.1% |
| All | -37.4% | +250.8% | -288.2% | -77.2% |
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