-37.4%
DOCS vs WAB
+278.5%
-315.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.6% |
| 7D | +0.1% | +7.9% | -7.9% | -3.9% |
| 30D | +8.7% | +4.9% | +3.8% | +5.8% |
| 3M | +32.9% | +1.8% | +31.1% | +30.9% |
| 6M | +25.5% | +12.0% | +13.6% | +14.9% |
| YTD | -25.0% | +41.3% | -66.3% | -42.8% |
| 1Y | -34.9% | +43.8% | -78.7% | -51.0% |
| 3Y | +39.3% | +171.1% | -131.8% | -38.2% |
| 5Y | -54.8% | +217.7% | -272.5% | -82.9% |
| All | -37.4% | +278.5% | -315.9% | -78.1% |
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