-37.1%
DOCS vs WAT
+32.2%
-69.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +2.6% | +0.6% | +2.0% | +2.2% |
| 30D | +11.4% | +5.4% | +6.0% | +8.9% |
| 3M | +25.4% | +11.3% | +14.1% | +19.4% |
| 6M | +42.5% | +37.4% | +5.1% | +23.7% |
| YTD | -24.7% | +21.2% | -45.9% | -31.8% |
| 1Y | -32.9% | +21.3% | -54.3% | -39.3% |
| 3Y | +39.6% | +83.4% | -43.8% | -8.6% |
| 5Y | -54.6% | +29.0% | -83.6% | -63.0% |
| All | -37.1% | +32.2% | -69.3% | -36.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling