-34.6%
DOCS vs WST
+14.9%
-49.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.4% | +5.9% | +6.2% |
| 7D | +1.2% | +1.3% | 0.0% | +0.9% |
| 30D | +21.3% | +8.5% | +12.8% | +18.7% |
| 3M | +58.4% | +17.2% | +41.2% | +51.8% |
| 6M | +39.3% | +36.3% | +3.0% | +28.3% |
| YTD | -21.7% | +48.9% | -70.6% | -30.2% |
| 1Y | -47.3% | +42.9% | -90.2% | -52.5% |
| 3Y | +58.2% | +23.1% | +35.1% | +32.1% |
| 5Y | -52.3% | -4.4% | -47.9% | -53.4% |
| All | -34.6% | +14.9% | -49.5% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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