-37.3%
DOCS vs WCN
+66.2%
-103.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.3% |
| 7D | -4.2% | +0.4% | -4.6% | -4.3% |
| 30D | +8.6% | +25.3% | -16.7% | +0.2% |
| 3M | +27.2% | +15.4% | +11.8% | +20.8% |
| 6M | +26.5% | +27.8% | -1.3% | +15.3% |
| YTD | -25.0% | +10.6% | -35.5% | -27.8% |
| 1Y | -37.0% | +15.8% | -52.8% | -40.5% |
| 3Y | +39.4% | +50.3% | -10.9% | +12.6% |
| 5Y | -56.7% | +46.9% | -103.6% | -66.9% |
| All | -37.3% | +66.2% | -103.5% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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