-64.9%
DOCS vs WETO
-98.9%
+34.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.4% | -6.9% | -7.3% |
| 7D | -7.3% | -57.2% | +49.9% | -8.5% |
| 30D | -10.9% | -48.8% | +37.9% | -8.5% |
| 3M | +20.3% | -97.7% | +118.0% | +26.1% |
| 6M | -3.6% | -94.3% | +90.7% | -1.8% |
| YTD | -44.9% | -97.0% | +52.2% | -42.7% |
| 1Y | -64.9% | -98.9% | +34.0% | -63.4% |
| All | -64.9% | -98.9% | +34.0% | -63.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling