-47.3%
DOCS vs WAT
+32.9%
-80.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.7% | +5.7% |
| 7D | +1.2% | -1.9% | +3.2% | +1.9% |
| 30D | +21.3% | +6.2% | +15.1% | +18.7% |
| 3M | +58.4% | +18.1% | +40.3% | +49.0% |
| 6M | +39.3% | +54.9% | -15.6% | +20.6% |
| YTD | -21.7% | +23.1% | -44.8% | -29.7% |
| 1Y | -47.3% | +27.3% | -74.6% | -54.6% |
| All | -47.3% | +32.9% | -80.3% | -54.6% |
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