-38.7%
DOCS vs WU
-53.8%
+15.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.4% |
| 7D | -0.8% | +11.7% | -12.5% | -4.0% |
| 30D | +17.4% | +12.6% | +4.8% | +13.3% |
| 3M | +57.4% | -0.5% | +57.9% | +57.1% |
| 6M | +26.5% | -18.2% | +44.7% | +32.8% |
| YTD | -26.6% | -19.0% | -7.6% | -23.1% |
| 1Y | -48.1% | -16.7% | -31.4% | -46.1% |
| 3Y | +52.6% | -21.0% | +73.7% | +55.6% |
| 5Y | -52.1% | -41.7% | -10.4% | -44.7% |
| All | -38.7% | -53.8% | +15.2% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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