-52.0%
DOCS vs WETO
-99.9%
+47.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.4% |
| 7D | +2.6% | -39.7% | +42.3% | +1.9% |
| 30D | +11.4% | -26.7% | +38.1% | +11.2% |
| 3M | +25.4% | -83.1% | +108.5% | +26.7% |
| 6M | +42.5% | -98.8% | +141.3% | +44.8% |
| YTD | -24.7% | -99.3% | +74.6% | -23.4% |
| 1Y | -32.9% | -99.4% | +66.5% | -31.6% |
| All | -52.0% | -99.9% | +47.9% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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