-53.2%
DOCS vs WETO
-99.8%
+46.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +20.4% | -22.4% | -1.7% |
| 7D | -0.8% | +36.5% | -37.2% | -0.3% |
| 30D | +17.4% | -14.4% | +31.8% | +17.3% |
| 3M | +57.4% | -82.5% | +139.9% | +59.4% |
| 6M | +26.5% | -97.9% | +124.4% | +29.3% |
| YTD | -26.6% | -98.8% | +72.2% | -24.9% |
| 1Y | -48.1% | -99.1% | +51.1% | -46.6% |
| All | -53.2% | -99.8% | +46.6% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling