-37.4%
DOCS vs WCC
+187.0%
-224.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.6% | +5.3% | -1.7% |
| 7D | -1.3% | -21.9% | +20.5% | +5.1% |
| 30D | +19.4% | -25.4% | +44.8% | +28.4% |
| 3M | +53.4% | -23.1% | +76.5% | +62.2% |
| 6M | +28.8% | -18.1% | +46.8% | +30.9% |
| YTD | -25.1% | +17.7% | -42.7% | -34.7% |
| 1Y | -48.1% | +12.4% | -60.5% | -54.1% |
| 3Y | +51.4% | +105.9% | -54.5% | -3.7% |
| 5Y | -51.1% | +116.8% | -167.9% | -72.7% |
| All | -37.4% | +187.0% | -224.4% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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