-38.0%
DOCS vs WU
-54.0%
+16.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | 0.0% | +9.1% | -9.1% | -2.6% |
| 30D | +7.8% | +12.1% | -4.3% | +4.1% |
| 3M | +20.0% | +0.3% | +19.6% | +19.6% |
| 6M | +26.5% | -19.1% | +45.7% | +33.2% |
| YTD | -25.8% | -19.2% | -6.5% | -22.2% |
| 1Y | -39.5% | -15.3% | -24.2% | -37.6% |
| 3Y | +60.3% | -21.3% | +81.7% | +63.6% |
| 5Y | -57.0% | -41.7% | -15.4% | -50.3% |
| All | -38.0% | -54.0% | +16.0% | -29.7% |
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