-73.2%
DOCS vs WAB
+222.7%
-295.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.1% |
| 7D | -1.4% | -3.2% | +1.8% | +0.2% |
| 30D | +21.8% | -4.4% | +26.3% | +24.2% |
| 3M | +27.3% | +7.9% | +19.4% | +19.9% |
| 6M | -0.3% | +8.7% | -9.0% | -8.1% |
| YTD | -40.5% | +33.0% | -73.5% | -52.7% |
| 1Y | -61.5% | +46.7% | -108.2% | -71.6% |
| 3Y | +8.2% | +153.0% | -144.8% | -48.9% |
| All | -73.2% | +222.7% | -295.9% | -89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling