-38.7%
DOCS vs WEC
+55.4%
-94.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.9% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | +17.4% | +12.3% | +5.1% | +16.9% |
| 3M | +57.4% | +8.3% | +49.1% | +56.9% |
| 6M | +26.5% | +3.5% | +23.1% | +26.5% |
| YTD | -26.6% | +12.7% | -39.3% | -27.4% |
| 1Y | -48.1% | +8.2% | -56.2% | -48.4% |
| 3Y | +52.6% | +55.9% | -3.2% | +42.9% |
| 5Y | -52.1% | +51.2% | -103.3% | -53.1% |
| All | -38.7% | +55.4% | -94.0% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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