-38.8%
DOCS vs WCN
+65.2%
-104.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | -0.6% | +2.6% | -3.2% | -1.4% |
| 30D | +6.3% | +25.3% | -19.0% | -1.9% |
| 3M | +26.5% | +15.2% | +11.3% | +20.2% |
| 6M | +24.8% | +26.4% | -1.6% | +14.2% |
| YTD | -26.8% | +9.9% | -36.7% | -29.4% |
| 1Y | -38.3% | +16.2% | -54.5% | -41.9% |
| 3Y | +36.0% | +49.4% | -13.4% | +10.1% |
| 5Y | -55.0% | +46.2% | -101.1% | -65.6% |
| All | -38.8% | +65.2% | -104.0% | -54.4% |
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