-61.5%
DOCS vs WAT
+41.4%
-103.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.5% |
| 7D | -1.4% | -1.3% | -0.1% | -1.0% |
| 30D | +21.8% | +2.3% | +19.5% | +21.0% |
| 3M | +27.3% | +8.7% | +18.6% | +24.2% |
| 6M | -0.3% | +28.3% | -28.7% | -7.0% |
| YTD | -40.5% | +7.8% | -48.3% | -43.1% |
| 1Y | -61.5% | +36.6% | -98.1% | -62.2% |
| All | -61.5% | +41.4% | -103.0% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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