-50.3%
DOCS vs WEC
+42.1%
-92.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.7% |
| 7D | -1.4% | -0.3% | -1.2% | -1.4% |
| 30D | +21.8% | -1.3% | +23.1% | +21.9% |
| 3M | +27.3% | -3.9% | +31.2% | +27.5% |
| 6M | -0.3% | -8.3% | +8.0% | +0.1% |
| YTD | -40.5% | +3.1% | -43.6% | -41.0% |
| 1Y | -61.5% | +1.9% | -63.5% | -61.9% |
| 3Y | +8.2% | +41.9% | -33.7% | +1.6% |
| 5Y | -73.4% | +30.8% | -104.2% | -75.0% |
| All | -50.3% | +42.1% | -92.3% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling