-73.2%
DOCS vs WST
-25.7%
-47.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.6% |
| 7D | -1.4% | +0.7% | -2.2% | -1.6% |
| 30D | +21.8% | -3.1% | +25.0% | +22.9% |
| 3M | +27.3% | +7.2% | +20.1% | +24.8% |
| 6M | -0.3% | +36.8% | -37.2% | -8.8% |
| YTD | -40.5% | +23.8% | -64.3% | -44.3% |
| 1Y | -61.5% | +37.8% | -99.3% | -65.3% |
| 3Y | +8.2% | -15.9% | +24.1% | +8.3% |
| All | -73.2% | -25.7% | -47.5% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling