+55.8%
DOCS vs WAT
+73.0%
-17.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.1% | -1.2% | -3.4% |
| 7D | -1.3% | -5.6% | +4.3% | +0.3% |
| 30D | +19.4% | +3.8% | +15.6% | +18.2% |
| 3M | +53.4% | +13.3% | +40.1% | +48.1% |
| 6M | +28.8% | +32.2% | -3.4% | +19.1% |
| YTD | -25.1% | +19.3% | -44.4% | -29.4% |
| 1Y | -48.1% | +21.8% | -70.0% | -51.4% |
| All | +55.8% | +73.0% | -17.2% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling