-38.0%
DOCS vs WAT
+37.0%
-74.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.2% | -3.1% | -0.7% |
| 7D | 0.0% | +6.0% | -6.0% | -2.5% |
| 30D | +7.8% | +9.9% | -2.1% | +3.5% |
| 3M | +20.0% | +17.2% | +2.8% | +11.7% |
| 6M | +26.5% | +34.2% | -7.7% | +11.1% |
| YTD | -25.8% | +25.5% | -51.3% | -33.8% |
| 1Y | -39.5% | +28.3% | -67.7% | -46.5% |
| 3Y | +60.3% | +88.4% | -28.0% | +4.1% |
| 5Y | -57.0% | +36.1% | -93.2% | -65.9% |
| All | -38.0% | +37.0% | -74.9% | -38.1% |
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