+58.4%
DOCS vs WAT
+22.0%
+36.4%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.7% | +5.3% |
| 7D | +1.2% | -1.9% | +3.2% | +2.6% |
| 30D | +21.3% | +6.2% | +15.1% | +17.0% |
| 3M | +58.4% | +18.1% | +40.3% | +36.4% |
| All | +58.4% | +22.0% | +36.4% | +36.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling