-51.1%
DOCS vs WST
-7.2%
-43.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.0% | -0.3% | -3.3% |
| 7D | -1.3% | -5.8% | +4.5% | +0.2% |
| 30D | +19.4% | +5.3% | +14.1% | +17.9% |
| 3M | +53.4% | +11.8% | +41.6% | +49.1% |
| 6M | +28.8% | +26.7% | +2.1% | +21.1% |
| YTD | -25.1% | +43.0% | -68.0% | -32.2% |
| 1Y | -48.1% | +38.9% | -87.0% | -52.7% |
| 3Y | +51.4% | +18.2% | +33.2% | +28.3% |
| 5Y | -51.1% | -1.5% | -49.6% | -56.0% |
| All | -51.1% | -7.2% | -43.9% | -56.0% |
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 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