-55.0%
DOCS vs WAB
+223.7%
-278.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.1% | -2.3% |
| 7D | -0.6% | +4.0% | -4.6% | -2.6% |
| 30D | +6.3% | +6.3% | 0.0% | +2.8% |
| 3M | +26.5% | +3.3% | +23.2% | +23.8% |
| 6M | +24.8% | +14.5% | +10.3% | +12.9% |
| YTD | -26.8% | +42.7% | -69.5% | -44.5% |
| 1Y | -38.3% | +45.2% | -83.5% | -53.9% |
| 3Y | +36.0% | +173.8% | -137.7% | -40.9% |
| 5Y | -55.0% | +223.8% | -278.8% | -83.6% |
| All | -55.0% | +223.7% | -278.7% | -83.6% |
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 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