+55.8%
DOCS vs WST
+16.9%
+38.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.0% | -0.3% | -4.1% |
| 7D | -1.3% | -5.8% | +4.5% | -1.1% |
| 30D | +19.4% | +5.3% | +14.1% | +19.1% |
| 3M | +53.4% | +11.8% | +41.6% | +52.7% |
| 6M | +28.8% | +26.7% | +2.1% | +27.6% |
| YTD | -25.1% | +43.0% | -68.0% | -25.7% |
| 1Y | -48.1% | +38.9% | -87.0% | -48.6% |
| All | +55.8% | +16.9% | +38.9% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling