-47.0%
DOCS vs WAB
+36.8%
-83.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.6% | +1.3% | -6.2% |
| 7D | -1.3% | -2.5% | +1.1% | -2.1% |
| 30D | +19.4% | -4.4% | +23.8% | +17.6% |
| 3M | +53.4% | -5.9% | +59.3% | +50.3% |
| 6M | +28.8% | +5.9% | +22.8% | +32.6% |
| YTD | -25.1% | +30.9% | -56.0% | -24.6% |
| All | -47.0% | +36.8% | -83.8% | -48.6% |
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