-73.2%
DOCS vs WCC
+216.1%
-289.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.9% | -6.6% | -3.9% |
| 7D | -1.4% | +4.5% | -5.9% | -2.7% |
| 30D | +21.8% | -5.8% | +27.6% | +23.3% |
| 3M | +27.3% | -3.7% | +31.0% | +26.6% |
| 6M | -0.3% | +23.1% | -23.4% | -10.7% |
| YTD | -40.5% | +44.2% | -84.6% | -50.4% |
| 1Y | -61.5% | +62.1% | -123.6% | -69.6% |
| 3Y | +8.2% | +121.1% | -112.9% | -30.6% |
| All | -73.2% | +216.1% | -289.2% | -86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling