-48.1%
DOCS vs WST
+42.2%
-90.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.3% |
| 7D | -0.8% | -3.1% | +2.3% | -0.2% |
| 30D | +17.4% | +9.1% | +8.3% | +16.0% |
| 3M | +57.4% | +14.7% | +42.7% | +54.2% |
| 6M | +26.5% | +28.0% | -1.5% | +22.5% |
| YTD | -26.6% | +45.6% | -72.2% | -23.9% |
| 1Y | -48.1% | +45.7% | -93.7% | -46.4% |
| All | -48.1% | +42.2% | -90.2% | -46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling