-50.3%
DOCS vs WCN
+42.2%
-92.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.3% |
| 7D | -1.4% | -0.6% | -0.8% | -1.2% |
| 30D | +21.8% | +0.4% | +21.4% | +21.6% |
| 3M | +27.3% | +7.3% | +20.0% | +23.9% |
| 6M | -0.3% | -2.5% | +2.2% | +0.3% |
| YTD | -40.5% | -5.4% | -35.1% | -39.4% |
| 1Y | -61.5% | -8.5% | -53.1% | -60.3% |
| 3Y | +8.2% | +20.8% | -12.6% | -4.6% |
| 5Y | -73.4% | +30.0% | -103.4% | -78.7% |
| All | -50.3% | +42.2% | -92.5% | -60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling